Minor point regarding pronunciation, but might be of value to Muslims who want to enunciate the Qur'aan accurately or something:
In Standard Arabic, أنا is pronounced with a short final vowel ("2ana" not "2anaa") except if it's at the end of an utterance. It is one of a handful of Arabic words that are spelt irregularly.
Yup, you're right! The circle, called a "sukuun" (literally 'stillness'), is supposed to indicate a lack of vowel following the consonant upon which it is written, so it doesn't indicate something you pronounce so much as something you don't pronounce. Like other diacritics, it is rarely written in everyday Arabic texts except for disambiguation.