You need to drop the primary key constraint first and then re-create it with a new column added to the primary key

Do you have enough space on the C:\ drive

You can set "On Success action" and "On Failure action" for each job step

Never heard of this before

You neede to have BIDS installed to design SSIS packages though BIDS is also a part of Visual Studio family.

Try taking the backup on the local drive rather than network path and see if it is a issue with the database or the network

You can select all jobs at once (from SSMS) and script them out.

Yes, both collations mean the same.

Have you followed this article - http://msdn.microsoft.com/en-us/library/ms190673(v=sql.90).aspx

Have you looked at the error logs to see - "Address Windowing Extensions enabled."