Ladyfingers are a type of spongecake. Think twinkies without the cream...
Actually there is a recipe floating out there that uses twinkies, but I haven't tried it....yet!
It's hard to describe, but here's a link with an explanation and a traditional recipe.
http://www.joyofbaking.com/Ladyfingers.html
Btw, if yours are falling apart after you dip them, you're soaking them too long. Just a split second in the liquid is all it takes...just in and out that quickly.
As for the twinkie tiramisu, here's the recipe and step and step by step instructions if you want to give them at try:
This Boy Elroy: Twinkie Tiramisu