1., You could if you *really* wanted to, by using the escape characher '\' followed by the character you want to use, so if you want to have | in your filename you could use file\|.txt or whatever. The previous example would produce the following name 'file|.txt'
2. Well, almost all CD's use the iso9660 filesystem, and windows and *nix can read it. The 'other' cd's are so rare, I've never seen one of them in my life (well, except for audio CD's
3. Well, you could use wine, vmware etc. I'm not sure what you mean by 'compatible', but I can read any windows file in linux, without any problems.