Wings3D style extrude?

I learned to model in Wings3D, but I’d really like to have access to multires, better sculpting, and other modifiers, and so I am trying to learn how to model in Blender. I am so used to how things work in Wings that Blender is making me feel very very stupid. :spin:

One thing that is driving me crazy is that I can’t seem to figure out how to extrude properly. In Wings I can select faces on all 6 sides of a cube, extrude along normals, move the mouse, and this happens:

In Blender I hit E to extrude, and I end up doing this craziness:

What am I doing wrong?

Also, any suggestions for a favorite intro to modeling in Blender vid that would be good for someone who already has basic 3D experience? Inorganic modeling, preferably. I’ve watched a few intro vids that spend a lot of time on things like navigating 3D space and others that assume you know all of Blender’s hotkeys and are oriented more toward how to model specific types of objects–topology strategies and such. I’d like something a bit more in between.

Thanks in advance, and sorry for the dumb question. :o

Alt+E / Extrude individual faces or the ‘Extrude Individual’ button in the toolshelf while in edit mode
E / Esc or LMB (to cancel extrude), then Alt+S