I will try to convert the raster as you suggested, however, I hope to be able to correctly add a legend to the shapefile. Infact, I'm still a beginner in the use of gis software.
I agree that there is a steep learning curve for ArcGIS. Without a specific version number, I can't give you very specific instructions. Fortunately, there are a lot of help guides already developed. ERSI has some great tutorials in addition to 3rd party 'how-tos'. Go to the 'knowledge base' on their website and try searching for specific topics.
http://support.esri.com/en/
There are forums that are dedicated to ArcGIS that are better suited for specific questions not found in the knowledge base.