Was the "similar threads" feature on the bottom removed on purpose? If it's an overhead thing then I understand, but it's disappointing, I found it useful!
You're fine. You can only get infected if you actually run an infected .exe. Just downloading them and extracting them is perfectly safe.
(You should probably delete the game from your HDD anyway, so you don't accidentally forget and run it.)
Very probably yes. No one can say with 100% certainty, but based on the behavior of the malware we've seen so far, it seems to always create that folder/regkey.
Yes, confirmed, my computer appears to be healthy and uninfected and this is what HKEY_CURRENT_USER\SOFTWARE\Microsoft\Windows NT\CurrentVersion\Winlogon looks like for me:
There should not be any /Shell directory under Winlogon, nor should there be a Shell key in the Winlogon directory...