Changing \New.html and opening new Web Pages in same Window

Two questions:

1.  When I start a new document, it does something like HOME_PAGE\New.html.
First, why does it have a \ instead of / since most web protocols use \?
Second, is there a way to change the New.html to something like
UserName.html?

2.  When I open a new document, it opens another window, the same with Help
selections, is there a way to have this all come in the same window.  I
tried changing IN_NEW_WINDOW in New ()to false but it didn't seem to have
any effect.

Thanks for the help,

David