1) If you use fairly major programs for your hardware-intesive stuff (cd burning, etc.), then they should automatically be able to work with the changes from kernel 2.4 to 2.6. More minor programs may have more limited programming and therefore have some problems. For example, cd burning on ATAPI cd drives in 2.4 used to work by scsi emulation. With kernel 2.6, it's directly ATAPI. K3B, arson, and other more well-known burning programs have no problem, but some cheaper programs can't handle the change. In terms of hotplug-like things (programs that ARE hardware control), they usually deal with more generic kernel functions, so they don't care whether you're using 2.4 or 2.6.
2) For LILO, add this for a second kernel:
image=/boot/vmlinuz.alt <---- the alternative kernel
label=alternative <---- your label for it
root=/dev/hda1 <---- your root partition
Personally, I find it easier to just have a backup boot floppy and let the BIOS boot to that if I have kernel problems. Then, I can just have one entry in LILO. But LILO can handle multiple kernels just fine.
3) Finally, there is no KDE 3.3 yet, so I'll assume you mean 3.2. :-) KDE 3.1.5 is the latest in the debian package system. If you want 3.2, it's technically still experimental, but I've had no problems with it (installed for about a week). If you want to install it, add these to your /etc/apt/sources.list (yes, both of them):
Then run 'apt-get -u -t people.debian.org dist-upgrade' to upgrade to 3.2. Note: copied that from here: http://wiki.debian.net/?DebianKDE
. <- From the Debian KDE package developers. They also say that 3.2 should be in unstable in not too long.