MacBook with network problem

Hi everyone,

Actually I wasn't a big fan of Mac, but two days ago, when I was shopping, I saw the MacBook and it was so nice that I bought it.

Right now, I'm having some difficulties to use the Mac OS X since i'm always using Windows. There's a few questions that I would like to ask.

1. When I wanna connect on my network I always need to connect by entering a password to access the date on another pc. And it will create a shortcut icon on the desktop of the MacBook. But once I shut down my Macbook, the shortcut will be deleted and I will need to do the process again. So I wonder does it have a solution to always have the shortcut of the network without having to connect on the network again?

2. When I'm watching rmvb file (which it's located in my pc and i access it with the network) with RealPlayer, it will sometimes lag. Does anyone know why it will lag? Do I need to use a networking cable to have a better performance?

3. I dunno if it's my imagination, but sometimes when i open an application (program), it will take a few second to be open. Is it because my HD its a 5400rpm? Or it's normal?

Thx in advance,
Kwin