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My Thumbnails are not showing up exactly as the size I have selected

WP CPL uses the default Thumbnail or Featured Image Feature of WP 2.9+. So, the thumbs are created when you upload the picture. For older pictures, it is not generated automatically. Not even when you change the thumb size. In such case just install and run this Regenerate Thumbnail Plugin. After installing it first time or whenever you change the Thumb size, it is recommended that you run this plugin once

Can I use different thumbnail for different widget?

This is not yet supported and I really don't feel like using timthumb to generate thumbnails. However in future if I ever feel, then I will incorporate this feature

How can I use my own CSS for the widget?

Now this can be done using our CSS Theme filter API. A detailed instruction can be found HERE

Is it possible to use different CSS for different widget/shortcode?

Technically & simply Yes. Now you can simply choose the css theme from the dropdown (widgets) or mention the id in shortcode.