This isn't something I can just answer in words. Google a video on how to manipulate meshes.

Have you added hard edges to your model? Once you merge everything, add an edgesplit modifier to the entire object and then mark sharp edges so that the entire object isn't one big smoothing group.

Object modifiers can only be applied to objects. Therefore when you merge two objects, most modifiers will not work as intended. You'll need to apply the bevel before merging.

No problem. I'm glad you got it solved.

It shouldn't make a difference how you unwrap it as long as the unwrap turns out ok (no giant stretches or weirdness). Projection unwrapping is a useful tool for more complicated shapes, and you should try to use it when you can.

More or less. Just follow the instructions. And bear in mind that 3d modeling isn't something you just pick up in a day. It can take months of practice to get good.

http://steamcommunity.com/sharedfiles/filedetails/?id=155101824

Open your .smd file with notepad++ and check to see if the material name was applied correctly. You can copy/paste the first 30 lines here if you want me to take a look.

I'm not sure what the question was. If you have a specific question, let me know and I can help. I'm not going to re-explain everything I said in the video. If you want to learn how to model, watch it.

Don't actually change the size of the UV. Just push everything to one half the size of the square.