First of all to run your software like other windows softwares, you
have to make a JAR file. Not a normal jar, but an executable jar
file, it runs simply by double clicking, just like an exe, not going
to a dos prompt.
Description of making such a file is on java site, if still not
hapy, let me know,ill tell details.
And answer to your Question 4
For sound programming, use javax.sound package, its real good,
started coming with jdk1.4
And yeh, dont forget to take a look at JMF (Java Media Framework) u
can program even video and other media ...