1. Go to Settings, Auto-Lock, and choose your preference (Your choices are 1-5 minutes and never)
2. No, you always have to use the slide to unlock to access the homescreen.
3. You can't. You can only view WebApps in Safari.
4. You can't change the files on the phone. The only thing you can do is change the graphics or add/delete ringtones.
5. You can't delete the widgets from the phone.
6. Go to Settings, Mail, and change your preferences.
Here's the link to the iPhone user guide..
http://manuals.info.apple.com/en/iPhone_User_Guide.pdf