1. Gosh, no need to yell. It depends on the thing. Guns need to go into the gamecore\guns\randomfoldername folder and the entity that lets youy pick them up is in the entitybank\randomfoldername. Not all guns come with pickup entities, though. In which case you will need to have the player start out with the gun OR give it to them through scripting.
Segments go into the segmentbank folder, etc. etc.
2. Not everything will work exactly the way it should. So is life. Sometimes updates will do that. For future reference, however, you only need to back up the "Files" folder. Then, if you need to do a clesn install, just copy the baced up "Files" over the new one.
3. Not everything is in the TGC store. Most zombies on there are lacking. You can finds plethoras of stuff on the forums. Daniel Wright is making some zombies, IIRC.
4. Yes. Look around the forum. Born For Game made a pretty cool-looking MP40 a while back.
"And we played the first thing that came to our heads...Just so happened to be... the best song in the world...
it was the best song in the world..."