I don't have an U3 thumbdrive.
1) U3 works only with Windows, 2000 SP4, XP and Vista are supported
2) Yes, it has a standard usb jack
3) I don't think so, only if you have an encrypted partition with a portable program on it
4) I'm sorry, I don't know.
5) I think yes.
For encryption, I recommend TrueCrypt.