You aren't going to find specific answers to your questions. The things you are trying to do require rewriting the code of the theme.

Don't be scared.

The first and best thing to do is to go onto the 'themes' section of the site and download a couple of themes that look cool. Install them (if you ask how to do this you will be shot). If you go to whatever directory you set up to store your themes, you will find a folder for each of your themes. Inside each folder is a '.rc' file that can be opened with your favorite text editor. This is how the themes are built. The code is actually pretty intuitive to read; the trick is learning the specific commands you need. If something you're trying to do isn't handled by any other theme, go to loose-screws.com (currently down) and check out their list of modules.

The start menu thing is a little different; check out "personal\hotkey.rc".

And that's all the help you're going to get :).