1. Limewire is the Kazaa equivalent, but you still need to install Java Runtime which takes some understanding of the operating system. Learn that first.
2. Most of your programs will be found in Control Center > YAST2 Modules > Software > Install and Remove Software
3. Most of these RPM have files within them that are compatible with all distributions, but are packed and setup in the RPM such that they only work with that distro. Luckily, step #2 has access to the proper RPMs in SuSE 9.
4. Yes, it is Control Center > YAST2 Modules > Security and Users > Firewall.
You have many hours of reading about the base functionality of Linux common to all distributions ahead of you, before diving into actually driving the car. Start at http://www.google.com/linux
and how-to's at http://www.linux.org/docs/