Help Needed with issues of Lion OS...

I recently bought a Macbook Pro 13" manufactured in August 2011 with Snow Leopard OS. Since I have started using it, I have noticed some funny problems. Hope someone will be able to help me out with this:

* In my Finder Preferences, I have set the option of "New Finder window opens in" to open in a folder I have created called Work. However, every time I restart the machine and I open my finder window with the shortcut Apple + N , it keeps opening the window to the folder marked All Files. Even after continuously changing the preference back to the Work folder, this problem keeps persisting. Any suggestions on what I could try?...

* Very often while watching a movie or listening to music, I have found that the keyboard volume controls do not work. It gets sttuck on the highest volume and I get a sign showin a circle with a forward slash in it indicating that this function cannot be used. This gets rectified only after restarting the machine, but this is hapenning time and time again, and is getting really annoying...

* Lots of times, my folders keep opening in a new window, even though I have unticked the option of opening folders in new windows. Any idea of why this is hapenning and any solutions?...

* Also, I need to sort pictures in certain folders according to type, in order to mass-select pictures. But this just does not happen. Please do let me know...