This plugin allows you to make notice boxes (styled content boxes of different colors) to display different messages via shortcodes.
Thats quite easy. Go to your wordpress dashboard and open the notice boxes page from the setting menu. You can find the instructions there.
That's probably because some other plugin is messing with our codes. Open a new thread in the support forums.
The close button requires jQuery to work. The required jQuery Library is 1.7+ . Your theme probably doesn't have jquery or loads an outdated version of jQuery. It is also possible that there is some jQuery confilict on your pages. Google "How to add Jquery to WordPress" and make sure that the jQuery is loaded first (int the header).