Whats really driving me up the wall at the mo is that my old engine could load models of any complicity no problems.. (I had a whole game level up & running).. but now, I'm stuck on a cube !? ;)
And it gets even better when you start to do the texture mapping!!
Stick with it, and you will grasp the concept.
Like Mark says, you will have to have duplicate entries in the vertex array and the normal array, but it doesn't matter as long as the arrays are in 'sync', so to speak.
The principle of a triangle having its own vertices instead of sharing its vertices with another triangle will become very clear when you start texture mapping. As each vertex will have 1 'u,v' data to align a single texture (altho you can have multiple textures. BUT each texture will only have 1 set of u'v data per vertex). For a classic example try to texture map a cube that has 8 vertices. It will look terrible!! But when you create the cube with each face having its own 4 vertices then the texture mapping will work properly.
Good luck
Regards