I'm new to D&D. We've played 5 times.
My Rogue's race is elf. I'm about to acquire 6000xp and level up.
I like melee-fighting, in particular, two weapon fighting. I have two short-swords.
I'd want to add feats / abilities that improve melee, two-weapon fighting.
I currently have Evasion, Sneak Attack and Weapon Finesse.
Please keep in mind that I'm new. You may require information and will provide it to you if you ask.
Please provide answers I can understand. I'm doing my best to better understand D&D but it is infinitely complex.
Thank you for your understanding.
Two-Weapon Fighting is a must
It looks like you're third level already, so you should really have it already (evasion and sneak attack aren't feats, but are rather class features). Now, here comes the wall of text:
You'll want Improved Two-Weapon Fighting and Greater Two-Weapon Fighting as your BAB Permits
The very moment you meet the requisites for those feats, snap them up. They enable you to use your full entitlement of attacks while two-weapon fighting, which for a Rogue is going to be a must.
A side note: Gloves of the Balanced Hand (Magic Item Compendium) let you use Two Weapon Fighting and Improved Two Weapon Fighting without burning the feats on them; if you can afford the gloves, they may be worth looking into instead of spending precious feat slots.
Improving Sneak Attack is your next priority
Improving your Sneak Attack increases the damage you deal in combat, and if that's your goal (and it sounds like that's your goal) then this is your next job. Two Weapon Fighting is already a good way to do this, but you should also look into the Craven feat (Champions of Ruin). Additionally, consider "dipping" (taking a single level in) classes that improve your Sneak Attack in order to advance your Sneak Attack faster than it otherwise would. In terms of base classes, there's Spellthief and...well, there's Spellthief, but a variety of prestige classes are also available in just about every supplement. Take a look at Nightsong Infiltrator and Nightsong Enforcer (Complete Adventurer), Assassin (Dungeon Master's Guide, evil-only) and others. Sneak Attack is a great way to take advantage of two-weapon fighting.
Accessing Your Full Attacks Comes Next
You can't use your normal move action and TWF in the same round. Each character in 3.5 has one Swift action, one Move action, and one Standard action per round (alternately, you can trade in your Move and Standard for a Full-Round action, or make a Full Attack). A single attack is a Standard action, but if you want to make more than one attack you have to use the Full Attack action. Thankfully there are solutions to this puzzle. Ideally, what you want is swift action movement, but I'll bring up some other ideas too:
Anklets of Translocation (Magic Item Compendium) let you make a quick teleport as a Swift action, permitting you to move into place and still unleash your full TWF sneak attack.
A dip into Lion Totem Barbarian (Complete Champion) lets you Pounce; that is, make a Full Attack at the end of a charge (for more on Charging, see the Player's Handbook) - this once again permits you to move into place and then unleash your full TWF, and also has the advantage of providing Barbarian Rage, improved hit points, and boosted Fortitude saves - however, it will slow down your Sneak Attack progression somewhat.
The Martial Study and Martial Stance feats (Tome of Battle) can be invaluable for Rogues. To go this route for movement you'll have to wait until you're a bit higher level to finish it out, but essentially you would take Martial Study for the Shadow Blade Technique maneuver, take Martial Study again at a later level for an additional maneuver from the Shadow Blade discipline, and then take your final Martial Study for the swift-action teleport from Shadow Blade. However, you can instead take Martial Study just once (Shadow Blade technique or whatever first-level maneuver suits your fancy) and then take the Martial Stance feat for the Island of Blades stance, which lets you treat yourself as flanking any enemy that one of your allies is adjacent to - increasing the number of squares you can flank from opens up your Sneak Attack more and may decrease the distance you need to move in order to set a Sneak Attack up. Another option is to Martial Study for the Sudden Leap maneuver from Tiger Blade, which lets you make a Jump check to move as a Swift action - if you have ranks in Jump, this might just be the option for you.
The five-foot-step (see Player's Handbook) can be used to move no more and no less than five feet (1 square) as a free action and is notable for not provoking Attacks of Opportunity. The caveat is that you can't use a normal Move action in the same round that you 5-foot-step (you can still use Swift movements like the Anklets of Translocation, above). The 5-foot-step is great for getting yourself into position and should be considered during tactical combats.
If You Post More Details, You Can Get More Help
Are you the only new person in your group? Is your whole group new? What's your Rogue's character sheet like? Don't be afraid to seek help by opening up additional questions!