I've been doing some research into MSDE. So far it looks good. The problem is I can't find any definitive answers from Microsoft. (No surprise there)

Maybe one of you guys can answer some of my questions.

How can I install MSDE?
Can I manage MSDE just like I can SS2K? (Enterprise Manager/MMC)
Does it also do Stored Procs, User-Defined Types, & User-Defined Functions?
Can I change the "database" at will or is it just a replica of an existing server?
If I can change it, how can I sync it back up to another server?
If not, how can I replicate it from an existing server?
Do I have to change my ADO connection strings? To what?