1) Hopefully, this was a clean install with a legitimate copy of Windows 2000.
2) When you download software, files, or any applications...you can specify where you want the programs to be downloaded and/or installed to. Simply use the "Save In:" drop down menu when you want to save something and select the destination of the file, folder, or application. It's easier to save it to your Desktop...this way...you'll always know where it is.
3) Any virus, adware, or spyware protection you have installed on you PC.
4) I recommend you update your operating system by going to Windows Update. If you're having problems downloading and installing high-priority updates, then you either have a virus, corrupted files, or an illegal copy of the operating system.
5) At the present...no...but it does help when you're downloading and/or uploading files to and from the Internet.