1. The last two discs contain the source code for every package in the distribution. You only need this if you wish to compile everything for you your specific system components (similar to gentoo).
2.You might try browsing the ftp tree to see if it's included. try looking in the 'n' section as that is where the networking-related packages are located.
3. Not sure, but I don't think the /extras are installed by default. But if it's located there, all you need to do is find it, change to the directory where it's located, and run
pkgtool
4. Not sure about this one, but I would say if you've already installed a different linux distro on that system, it's pretty safe to say that Slackware will do the same. Or your could try a copy of
Slackware Live. I have a copy based on Slack 9.0, but I'know it's been updated.
5. Generally, running your system as root can have more potential problems than just network access related ones (I'm assuming this is what you'r talking about when you mentioned iptables and running a firewall). When you have full root access, it's not entirely impossible to inadvertently change a vital file without realizing it, thus screwing up your system. When you run as user and need to change something and are required to "su" it makes you think about what you're doing and you therefore take the required caution in doing it. There's a lot more to it than that, but that's a very simple and important reason to stay away from root when you don't need root access. There's been a lot of discussions on the forums about this. Check 'em out....
6. Burning in Linux is easy. You can use the command line (cdrecord) or install a GUI front-end like k3b or XcdRoast. They'r'e about as easy to use as Nero (IMHO).
Hope that helps you. Good luck, and Happy Slacking....