1. dunno. maybe it's a feature of explorer. i'm sure ilmcuts or someone else smarter than me knows :P
2. that folder should be specified in your config somwhere. check the quicklaunch module's docs.
3. yes
4. well, if you don't have desktop icons then there's no point in sending shortcuts there ;)
5. create a shortcut which launches a bang !MinimizeWindows (and be sure you have the latest indiestep).