Configuring for first time

Hi Guys, we have licensed OpMgr build 8005 and MSSQL DB 2005, I'm configuring OpMgr for the first time. I have already passed the dial graphs and credential issues, but I'm going to slow with the setup. Tried to learn with the "how to demos", but our internet connection seems to slow, it could be very useful to download them direct. I appreciate your help in advanced, here the problems:

1. How can I configure the alerts thresholds for all Windows Systems without going one by one.
2. Have already configured an notification profile to test the email alerts, I test the alert with a forced email test v�a the wizard and become the email, but in real time, I dont receive the alerts, even when I see some high CPU thresholds in 1-2 servers.
3. Added an Exchange Monitor to the Mail Server, the service seems down but the Mailserver is running ok and its dial graphs(CPU,RAM,etc) are ok....