Welcome to cake central. there are many posts about the details of petit fours. they are time consuming and a bit tricky.
Do a search for petit fours limit it to all terms limit to titles only and search the how to forum.
here is a link to one that addresses some problems:
http://forum.cakecentral.com/cake-decorating-ftopict-413093-petit.html+fours
I have made petit fours where I work. I bake a regular cake and when it has cooled I split and put a thin filling in it, usually raspberry. I then put a board, the same size as the inside of the cake pan, on top of the cake and I add heavy weights to it(10-12 pounds). This compresses the cake. I leave it for four to eight hours. This makes a nice compact cake to work with. You then cut it in squares and dip them. You can also pour the top coating over them but I prefer dipping each one. Compressing the cake like this makes it easier to dip and eat. They are very tasty done this way.
I should have said that after you torte the cake, you put it back in the pan...then add the weights.
After letting it set for the 4 to 8 hours, you then need to freeze it. The time involved takes all day but you are just waiting on it. The actual time you are working on them goes really fast and it really does make really nice petit fours. I also like to use chocolate for the coating on mine. They aren't as overpoweringly sweet this way. Just melt chocolate, semi-sweet or milk chocolate or use candy melts, and dip or pour.
I think I will go make some.
That is the charm of using this method. You can use any cake mix or recipe for any kind of cake. By compressing it like this it makes any cake the right texture for making petit fours. I struggled with them for years before discovering this technique and it works awesome. This process usually smashes the cake down about half what the original height was. They have no crumbs when finished and are a lot easier both to work with and eat.
BCJean,
That is a great idea... 
I am going to try this the next time I make some.
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