So for example, I learn the natural, and the other 3 are modes? or are diferent scales?
Harmonic and melodic minor are variations of the natural minor scale, which is the same as the Aeolian mode. I think it's a good idea to get comfortable with the natural minor scale first and then deal with the variations. Actually you can also think of the Dorian mode as still another variation of natural minor; it's the same except for the major sixth.

Also what about that "pich axis theroy"?
I didn't know myself until I looked it up on Wikipedia; there's a good article there.

What is "RSI"?
Repetitive strain injury.

By the way, I have read that learning scales is not that fun, perhaps you can recomend a way for do it best?
Learn the notes, then fire up a backing track and improvise for an hour or three. It's like learning new vocabulary in a foreign language; you have to use them consciously and on purpose for a while before they become second nature.