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1) I believe it's possible, but only practical if you mind juggling SD cards. A 256 SD card is enough for me, and I like to just leave it in (taking it out makes me fear dropping it or something). If you feel comfortable with this, it's probably fine.
2) Yes, at least on my Toshiba.
3) Well, from your desktop, if you go to My Device, then My Pocket PC, the SD card is just a folder there. Is that what you're asking? On your Pocket PC's File Explorer, you tap the thing in the upper-right ("My Device") and it drops down a menu from which you can select your SD card (for me it has my CF card too, because of my dual expansion).
4) I haven't expiremented with anything except MP3's, documents, spreadsheets, etc. on the card, as in, no programs. I have no clue.
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