I'm a native speaker but I don't know the first thing about writing Chinese, on Rosetta stone we were shown 一支笔 and 一只狗, whats the difference and where and when do you use each one?

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只 is the measure word for boats, birds, some animals, some containers, and one of certain paired things, e.g. 一只船 [yī zhī chuán,] 两只老虎 [liǎng zhī lǎohǔ,] 两只手 [liǎng zhī shǒu.] 只 is also the character for the adverb only/just/merely, when pronounced as [zhǐ.]

支 is the measure word for long, thin, inflexible objects, e.g. 一支香烟 [yī zhī xiāngyān,] 两支笔 [liǎng zhī bǐ.]

之 is the one that doesn't fit here, because it's not a measure word/classifier, it is the literary equivalent of 的 [de], as well as some other things, usually in a formal context (so you'll find it in 成语 [chéng yǔ,] used in place of an objective noun or pronoun, etc.)

See Wikipedia for a pretty big list of classifiers: http://en.wikipedia.org/wiki/List_of_Chinese_classifiers

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