Shadows from Voldemort's wand

[hpfan04]

No: HPFGUIDX 32009

  It's me again. If it's been discussed before, I'm horribly 
sorry...but I was also confused on the shadows that came from 
Voldemort's wand in GoF. I mean, does anyone have a theory as to why 
the shadows know who Harry is and why they can talk and all that? Did 
Voldie's wand capture the soul (or ghost) of the person when he killed 
them? Otherwise, how did they talk to him and know who he was or know 
how to keep Voldemort at bay when Harry was supposed to run. And how 
did Cedric Diggory kno to tell Harry to take his body back to his 
parents (if that, right there, made sense)?
  Feedback?
  ~Kyli (who now thinks she gets confused a lot - especially when she 
rambles...)