1- NFS ? do u have other *nix boxes in your network? if u want your linux to act as a file-print server for windows boxes, u must install samba. u can also install samba-swat. it is web based samba configuration tool. smba rpms exist in fedora CDs. intall them. u can do that via add remove aplication in redhat menu.
2- i cannot understand the question. i think i must improve my english
3- if u run "gdmsetup", u will se that it possible to configure autologin.
it is possible to run specific application when that user logs in. it depends which program will run. if it is a X application, i think it will depends which desktop manager used. maybe there are others ways do that. i dont know much about that.
if it is a consol (text mod) based application, it can be added in ~/.bashrc file. so that app will work. but i think u want GUI based application.
ps: "~" means the home directory of that user. such as /home/user
good luck.