halo
1. you can try to visit this url.. it has custom smileys plugins for wordpress.. pretty easy and useful.. this is the link
http://www.lazyanduseless.belike.net/wp/?p=31
after that u can put ur custom smileys.

2. MSN smilies.. i think u can googling up... i hv done once and found them.. but forgot so just try to google around

3. you can also google around.

4. not a problem if you include all different smilies in one directory.. ( i think )

cheers

erm so did u manage to find the custom smiley plugin for wordpress? if not pm'ed me.. can give it to you