1: Do you have mplayer installed? IIRC Phex launches mplayer for me when I preview.
2: I now made the text inside the FilteredPorts dialog localizeable (though I wasn't able to get the text inside the buttons).
You can find it Lang.properties - the strings beginning with FilteredPorts_
3: Didn't know that... seems Gregor did some things there I didn't see (I'm sure there are quite a few of them