About 1) what OS are you using? To use TLayeredForm, an XP themed app should be used on a machine with XP with theming enabled or higher.
About 2) Start the splashscreen from the .DPR file before the mainform. See also the TAdvSmoothSplashScreen demo.
About 3) It should autosize according to its content
About 3) It should autosize according to its content