1) Copying alerts.
Most often when people want to create a bunch of alerts, it's because they want to do it with specific email subjects that include titles about the targets. Often, this same thing can be done with a single alert associated with multiple targets, and then using a variable to make the message adapt to the target. You can see the list of variables here:http://www.pingplotter.com/manual/pro/variable_substitution.html
There's no way inside the alert editor itself to "clone" an alert. The only way to do this is to open the alerts.ini file and manually copy the alert and sections - which isn't really any easier than just creating a new alert and manually typing everything, by the time you change all the section names and make sure you update the increment counter. It's possible to do this way, though, if you're brave.
2) Win2003 R2 service / connect to console.
There's no way around this. We cover this topic in a knowledge base article here:http://www.nessoft.com/kb/59