1: open your messages folder, press the menu key, general settings, scroll to the bottom, and select separate
2: You cant use the stock ATT theme, you need to use one of the other BB Dimension themes
3: No idea, gonna need the error or some more info. To download it, open the Browser(not the medianet) and go to http://mobile.blackberry.com it should be there
4: yes, but the one that you can download uses SMS messages, to get it, open the medianet browser, tones,games,apps then cool tools/apps, community&photos, mobile IM, then download it from there.
5: you can use your gmail contacts list, but you are gonna have to import them into there by hand, most likely.
Or, you can use Outlook.