3
yes you've put the wrong slashes in the url's
they should be // not \\.. but i get a page not found when trying them..
either way, for your 1st question, you would need to edit the blocks templates and remove the menu headers.. i'm not quite sure if that can be done just by editing the template files themselves tho, u may need to edit a php file somewhere.. maybe a dev can confirm this or not..
*EDIT*
i think, look for something similar to this in the theme.html, theme_blockcenter_r.html etc etc
find: class="blockTitle"><{$block.title}>
and remove that line from those files, and i think that should do the trick..