1. Not sure about this one, had something similar when trying thunderbird. Perhaps:
http://adblockplus.org/forum/viewtopic.php?t=2623
2. Two existing machines have the same IP address* (I am guessing a static IP somewhere), it will mess things up so change it if you want both machines on the same network at the same time.
*I am guessing this includes subnet.
3. Firewalls are the same on any OS that matters. I would look at a hardware one though.
4. If security is your concern I would not hard encode wine into the system (it is fairly easy to get puppy linux to stick "wine" in front of the command line to launch exe files). Remember it is ` (left of the 1 button) to launch a command line window from file viewers and tab autocompletes a line (nice for the mixed case file names windows app like to sport on occasion).
5. Is any AV enough? F-Prot is good though.