I think I am getting near the end of the "regular" Icewind Dale game having just gotten the 5th key and about to go after the 6th. At that point I think I read somewhere that I will be transported back to where the game begins. My question is, should I go ahead and finish or is now a good time to play the Heart of Winter area? If I finish, can I return to Kuldahar and start HOW? Also, what about the other add-on I downloaded? where does it start and when should I start playing it?

If you finish IWD, you will automaticly be transported to Lonelywood, where HoW starts (if you have HoW installed ofcourse)

If you goes to HoW before finishing IWD, you will be transported back to Kuldahar after finishing HOW.

The free Download 'Trials of the Luremaster' (TotL) can be accessed at the inn in Lonelywood at any time before the final area during HoW - although I'll recomend that you wait as long as possible before starting TotL. After finishing TotL you will be transported back to Lonelywood.

Thank you, sir. That is exactly what I wanted to know.