For your questions BC_Programmer
About Black Ice, I actually agree with you. It was designed with a good idea for servers mostly and had optional features to reflect attacks, basically it was meant to crash the attacking computers but mostly bring down zombies (DDOS probably just be zombie PCs as you said - innocent infected computers) which will just can be setup more. Adding more to the network load for a short time. Like I said fails as a complete firewall.
While most hackers might be kids playing around make crappy code (kiddy scripts) and making destruction/jokes, you haven't counted everyone in the world. What I meant by "Pro Hacker" or whatever you would like to call them, they spead their time on bigger targets, looking for faults and holes, then just addresses those either by exploiting them to their advantage, leaking the details out to others to mess with, or notifying the owner in their own way about the problem to be fixed. Basically no damage done (by themself but maybe by others), tracks cleaned up after themselves, and sometimes they are helpful. For example, the ex-hacker guy now working for World of Warcraft finding security holes, hacks and cheats - he doesn't write crappy code.
A "EXE stuffer" is a program which pads over the top of a virus or trojan to make it more hidden from anti-virus scanners. It adds extra dummy code around and inbetween, also increases the filesize a bit. Anti-virus scanners have to then rely on different heuristic methods for detection which aren't as effective and slower.
ps. They don't need to hide in the run, they could be injected into a service which windows runs in background or an application which the user starts up himself. Much smarter ways.
I mentioned Microsoft because yes, it's the most targeted, most used and haves the most information about, it is also the most hated. As soon as a hole is found, it's available for everyone to find (information over the net), by the time they have patched it, another is found and it cycles around. Microsoft has a good history of digging holes to fill the others as well. Any OS or software will have it's issues, some are just more of a target. Millions of people finding the holes compared to a few programmers trying to fix them up, work out the math.
Treval - Behavior similar to PDM.Keylogger detected by Kaspersky, you get in some games, virtual keyboards, security software like BestCrypt, etc, with this issue because that's what it's doing! If it reads your keyboard input in a virtual or direct bypassing way it will be detected. It's up to you to trust it or not. MSN can be accessed and with it's feature to it's basically file sharing all your computer can be exploited easily to take control of your computer files and send and receive data. I've never had the issue of Kaspersky detecting MSN as behavior similar to PDM.Keylogger, you might want to look into that or update to another version. It might be you just have the save msn chat turned on and it's recording what you type. If you tell Kaspersky to allow it, it will ignore it for a while then ask again, you have to tell it to trust, adding it to the Application Control > Threats and exclusions list for it not to check.