[TMB_XV6700]

Issachar,
(1) - I can't help you too much with these, because I have no experience with gmail or yahoo mail. Normally with pop email accounts you just forward them to your M2W account. If they refuse to forward, then you can use M2W's "mail aggregation" feature instead - this basically involves M2W going to the other mailboxes and checking them for mail once every couple of hours - definitely not good for important mail.
(2) - Your e-mails, contacts, tasks, and appointments are all contained in a ".pst", a personal folders file. [The default path for Outlook 2003 on XP is c:\documents and settings\yourprofilename\local settings\application data\microsoft\outlook\outlook.pst]. When you convert to Exchange, you sign up for an Exchange account, including specifying your domain new domain name, then upload your .pst file to M2W. Once your data has been uploaded, you need to a) forward your gmail and Yahoo mail to your new domain name, and b) use the detailed information provided by M2W to properly configure Outlook to work with Exchange. Once it's been setup, the Exchange server retains all your data and then downloads it to Outlook. Outlook will behave almost exactly as it does now except that the data is kept in an ost file ("offline folders file") rather than a pst. Exchange and Outlook use an advanced version of activesync to keep all the data in sync, and the whole system is pretty robust. (Note - M2W will offer you a free upgrade from Outlook 2003 to Outlook 2007. I tried it and returned to 2003. That required a complete removal and reinstall of Outlook and the exchange profile data.)
(3) Once your exchange account is setup, M2W will provide you with detailed information to setup your PPC to sync with Exchange. It's much simpler than setting up the PC and can be done in five minutes. Once it's set up, activesync on the ppc will automatically start and sync with the server. Then just open the activesync options on the phone and customize your settings.
Good luck, tmb