1. It sounds to me like the Wifi on your phone is searching for other connections. Go to System Settings>Wi-Fi> press menu>Advanced.
What are your settings there? (I would un-check "Network notification)
2. MP3's are stored on your phones SD card. If the card unmounts, or the phone is rebooted, it goes to the default ringtone on your phones internal memory, because the system searches for them during boot, before the external SD card is read. The workaround for that is to put them in your phones internal memory, but that requires having root and an app like root explorer. If I remember correctly, they should go in /system/media/audio/ringtones.
3. Don't know what that is about... I've never seen that happen before.
I wish I could be more help to you than this.