The manual "explains" why all Rogues are female, although it doesn't really tackle much else, genderwise.
Parties basically work as Analad explained. However, it should be pointed out that, at present, parties are rather flawed. A great idea that has some serious problems, namely that non-leader party members never return to their guild houses to pay taxes and never go to shops to buy items or upgrades.
As far as how parties work "in combat", I believe it's basically treated as the non-leader party members having a constant "Defense Flag" on the party leader. That is, they follow the leader around and whack things, and not much else. Unfortunately, as a result parties can run into even more problems in the aftermath of destroying a monster den, when the emerging inhabitant monster attacks one of the non-leader party members. That particular member will naturally fight back, but unless the leader also decides to attack, the other members will ignore it and leave their targeted member to his or her fate.
I know you didn't ask for any other advice, but I feel compelled to give you at least this: Consider holding off on your purchase. I'm not saying the game can't be enjoyed now, but there is a fair amount of work that still needs to be done, and getting the game now when it's still "premature" in a number of respects may just lead to a lot of frustration and disillusionment. If you wait until another patch or three has been released and, hopefully, certain new features are added to the game and/or existing-but-flawed features are repaired, you stand a better chance of getting your money's worth of enjoyment. If you're willing to take the risk, or if you think that you'll be able to enjoy things as they stand (but definitely read through the forums a bit to make sure you know just where things stand), then go for it, and I hope you have a blast with it.
Cheers.
