the choice is really up to you... when you feel it is time to clean, then just check those checkboxes and run CCleaner... when it finish uncheck it if you want to... i personally dont clean the 'Advance' section often...
you might just want to left the IIS Log Files checkbox checked... basically log files are just files with a list of actions a particular application performed... these files are useless unless you want to do debugging etc...
is all the little icons you get beside the system clock... in WinXP, Windows remember the setting of these icons... whether they are set to 'Always hide', 'Always show' etc... you can view these by right clicking on the task bar and select properties...
you need to terminate Windows Explorer manually... bring up the task manager and under 'Processes' tab, search for 'explorer.exe' and end it... then go to File -> New Task (Run...) and enter explorer.exe to bring up the explorer again...
i not sure where can you find this... but folders have their own settings... like whether files and folders are view as Icons, List etc... and when you change these setting, Windows have to save it, taking up spaces... so cleaning will reset them to their original state...
hope all these does help...