1. To change the behavior of the messages to server,
Double click on your account from the list
Select More settings on the right
At the bottom, change how you want messages to be handled.
2. Don't know if this can be done.
3. Never saw this directory. If you are speaking about the "evelope icon" in the system tray, it is not included in the beta but is in the final Outlook 2010.
4. If it is x64 Office, then connections to x86 (32bit) functions do not work as you suspect.