1. Exceptions allow you to have a different alert set up for a particular scenario: How can I personalize my alerts from specific contacts? - BlackBerryFAQ
2. There isn't an application closer. Most times you can close out by bringing up the menu and chosing 'Close.'
3. The BlackBerry doesn't natively support HTML e-mail. You would need a third-party application. (most popular are Empower and BlackBerry Smart.)
4. I believe a PIN message is a peer-to-peer message from BlackBerry to BlackBerry using the BlackBerry PIN number. A Level 1 Message, in my understanding, is sort of a label placed on a message that comes through based on a filter (like if you want to have high-priority messages comes through as Level 1). They will show in Red on the BlackBerry.
5. How do I edit my notification tones (profiles)? - BlackBerryFAQ
7. This is normal. The BlackBerry won't download the messages from the server like Outlook.