1) The official Windows client does not mine and is only for transactions. You need a separate mining application for that. In fact, you can pool mine without installing the Windows client, but you can't get your payments until you have an address.
2) I know you don't want a guess, but you really did not give enough information. My guess, though, is that you have a dual core and have -threads=1 or some some thing. You will want 2 threads to use 100% CPU.
3) You shouldn't CPU mining is good for a proof of concept, but the electricity costs of running your CPU at 100% are higher than your btc revenue. You should never do CPU mining. If you really insist, I've had good experience with rpcminer-cpu.exe in my own POC.
4) The security risks are minimal since it is outgoing connections, but there are still some. I don't really want to go into a long discussion on this, but you have more risk from your operating system than from this one utility. I'm not sure if you can solo mine offline, but you cannot pool mine offline and the only way you will see anything appreciable is if you pool mine on deepbit with PPS.
6) It is not worth it. It is too slow. If you do not believe me, run rpcminer on deepbit and see how much btc you get. A few days of this won't break you.
7) Don't know. This part is still a little abstract for me.
8 ) This is easy. Go to http://www.deepbit.net
and sign up. Then you run your miner like this:
rpcminer-cpu.exe -url=http://deepbit.net:8332 -user=%USER% -password=%PW% -threads=2
If you don't know how to run command line stuff, you might want to use GUIMiner instead.
Once you have 1 bitcent (my guess is this will take two weeks or so), you can cash out to the address in your Windows client.