Here we go

this will get long
KDE has help files under documentation, that should tell you everything you want to know. Those should all be in the K menu.
2. Installing files is a bit different

There isnt always a point and click. If you download an rpm, any .rpm file, you will be able you click and install. Those are the packaged exe equivalent in linux. If you download a tar.gz or a .gz or a .tar, .bz, the list goes on, then you are downloading source code and need to compile it. Usually a ./configure, make, make install at most.
3.) You can set the resolution via the control panel i believe. I always just set it by editing the /etc/X11/XF86Config file though. You can also use ctrl-alt and + or - to scroll through resolutions defined in that file.
4.) There are VERY similar programs in linux for most of those.
Aim -> gaim
msnm -> kmess, or ccmsn
fritz8 dont know what this one is

kazaa lite -> runs under wine, use codeweavers wine
acrobat reader -> there are several installed by default that do this including ghostreader and xpdf. Adobe also released a linux reader
Mirc -> will run under wine, or you can use 1 of 100 other irc clients under linux
Macromedia -> not sure about this, may with crossover office. May also be similar programs, not my forte, so i am not sure
Photoshop -> will run with crossover office or use gimp
winamp -> xmms is a winamp clone, even uses winamp skins
icq -> Licq
yahoo messenger -> i know there is one, cant recall the name

divx -> mplayer
nero -> k3b
smartftp -> gftp, and many others
spybot -> no need, that searches for spyware, all windows crap
not sure about the last couple.
There are quite a few ftp servers for linux, will be installed by default if you install the server packages. They are not difficult to set up.
Linux can read ntfs without problem. NTFS write support is in beta and i would not reccomend using it as it can toast your file system.
If you have any further questions feel free to ask.
Good luck on VB as that is proprietary windows crap and only runs on a windows platform. AFAIK you wont be compiling vb in linux, but a tool may exist. I would suggest googling it. I am also unsure on C#.