New to IPhone and have a few Questions?

To start I want to say that I am a long time (25+ years) veteran of technology but am new the the IPhone. My IPhone is not Jailbroken and would like to keep it that way if I can. Allthgouh I did jailbrake it with blackra1n for about 30mins then I did a factory reload and let it be as it started acting stupid once I started installing apps from unofficial sources.;) Im a x86 nerd and NOT a MAC guy. I haven't sat down at a MAC/Apple in about 15/20 years.
I just got my first IPhone 3Gs/16GB. (Coming from a BlackBerry Curve 8310) the other day and although it is taking some time getting used to, I think I will like it more then I do once I get used to it.
Anyhow I have a few questions to start off with. I did some googleing already but just want to make sure I understand a few things.
All though I did the BlackRa1n jail break thing and installed a few apps then it locked up and failed to turn on or something so I did the whole reload from itunes and now its all good. Anyhow.....
1.) It appears as if one can not run a program from the home sreen and have it run in the background while doing other things? Take the many SIP Clients I have played with in the last 48 hours. Once I open the SIP Client and connect if I hit the physical button below the screen the program closes, thus the sip client no longer works. Pretty much most if not all apps iv installed from the App Store act like this. Is this the case? Does the IPhone not mutitask at all or verywell?
2.) Are there any SIP Clients that work over 3G? All the ones iv tried say they are for WIFI only. The SIP Clients work fine when on WIFI. It sounds like this is Apples way of controlling/monopolizing the voice/data/voip aspect of the platform/device. Im sure they would lose a lot of money if everyone did what I am trying to do.Just my opinion.
3.) Maybe I play with it to much but **** the battery dies fast. Is there anyway to optimize the battery at all other then for me not to use it as much?
4.) How can I remote lock it if I lose it or it gets stolen? I read somewhere this could be done.
5.) Are there any other Shells/HomeScreens/Themes that can replace the standard 4x4x4 row icons?
6.) The speaker phone (when on a call) seems kinda low even when turned all the way up. Is there any way to make it louder?
7.) I am using the built in VPN client to connect to my works PPTP Windows 2003 VPN server but the client randomly disconnects through out the day. Is there any way to have some type of keep alive set or are there any other VPN Clients that I can use?
Sorry for all this just thought I would ask for feedback.
Many thanks for any help anyone can provide,
SomeOneOnLine

1.) It appears as if one can not run a program from the home sreen and have it run in the background while doing other things? Does the IPhone not mutitask at all or verywell?
The iPhone SDK does not permit ANY 3rd party apps from running in the background or multitasking. It does provide for push notifications which can simulate certain background activity in terms of receiving external notifications while the app is actually closed. This works reasonably well with IM apps, news, sports, weather, travel updates and some peer-to-peer games.
2.) Are there any SIP Clients that work over 3G? All the ones iv tried say they are for WIFI only.
Just how would the SIP server connect to the cell carrier 3G network? Do you know of ANY that do??
3.) Maybe I play with it to much but **** the battery dies fast. Is there anyway to optimize the battery at all other then for me not to use it as much?
3G voice and data connections are culprits. Avoid email push and frequent fetching. See this Apple article for detailed suggestions.
http://www.apple.com/batteries/iphone.html
4.) How can I remote lock it if I lose it or it gets stolen? I read somewhere this could be done.
MobileMe Find My iPhone will locate, set a passcode lock and optionally wipe all data from your iPhone. You have to be a MobileMe subscriber.
5.) Are there any other Shells/HomeScreens/Themes that can replace the standard 4x4x4 row icons?
No. Apple does not permit this.
6.) The speaker phone (when on a call) seems kinda low even when turned all the way up. Is there any way to make it louder?
You can troubleshoot your iPhone as described in the User Guide - restart, reset, reset settings, restore. Or, get hearing aids
7.) I am using the built in VPN client to connect to my works PPTP Windows 2003 VPN server but the client randomly disconnects through out the day. Is there any way to have some type of keep alive set or are there any other VPN Clients that I can use?
See this Apple support article:
http://support.apple.com/kb/HT1980
BTW, discussion of "unauthorized modifications" such as jailbreaking is prohibited under the forum Terms of Use you agreed to when joining. Best not to even mention it or risk getting your post deleted.

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