pick ups change the guitar's sound right? because i just bought an ibanez Gio grg170dx and noticed that the sound is different if i pick on a pick up or another.. so.. yep

Yes, very much so. The bridge pickup typically offers higher output, and a brighter tone. The neck pickup is more mellow, warm, and suited for rhythm playing.

Think of it this way - strings naturally vibrate more strongly towards the middle, so the neck pickup is exposed to more vibration. As a result, much stronger pickups are required for the bridge position than the neck.

I use my bridge for rythm and neck for solos. There is not right or wrong way to use each pickup, the sound will just vary a bit. Use the one you like best.