Most of the stuff you asked can be found in the faq, at lsfaq.shellfront.org

Normally I'd go find specific answers, but it's late and I'm feeling lazy, so I'll half-assed it. In win2k/xp, it is stored in the registry. There are many shell swapping programs, often mentioned is shellon, but pixol is about to release the next version of carapace, so you might want to keep your eyes open for that.

Things are more confusing, but you don't need to do as much now. I haven't really used simplicity, but I do remember it being really confusing. You do have to remember that it's a fairly intensive and customizable theme.

Good luck.