Confused about roles and permissions

Hello to all!
I think this is the very basic question, so sorry in advance if I doubled the post, but couldn't find answer using search. I'm a Drupal rookie, and I'm developing my first commercial site using Drupal 6.13. I'm a little confused how roles and permissions actualy work.

This is the situation: this site will have one admin (me) and several users, they all have same permissions. So, I've created new role called "Users" and set permissions for them. My idea was to dedicate "Authenticated users" role for myself as admin, "Users" for the users with limited access, and "Anonymous users" for everybody else.

But, I've noticed after adding new user that he also belongs to "Authenticated users" and has same perms. as I do. I want to separate myself from users, like: I have full access, they have limited. What is the best practice to achieve this? Should I add another role "Admin" for myself, next to "Users"? If so, then what "Authenticated users" role should be used for and what perms should has?

Thanks in advance!!!