Q: What is this ``open Math'' stuff?
A: It makes the features of the ``Math'' structure available without qualification, in particular, the function sqrt. Instead of ``open Math'' you can instead refer to the square root function using qualification: Math.sqrt.
Q: How do you load a file into SML?
A: use "somefile.sml";
Q: How do I get back a prompt?
A: Type Control-C
Q: How do I get out of SML?
A: Type Control-D (unix EOF) or
OS.Process.exit(OS.Process.success)(which will give you a cryptic error message).