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1. bad move. You need to configure your utorrent to get proper download speeds. Setting global maximum upload speed to 10 and global maximum download to unlimited is the best. Just today morning I got a 232 KBPS via uTorrent on fedora 9 distro.
2. The number INSIDE the bracket is the total number of peers. The number OUTSIDE the bracket is the total number of peers you have connected to. Suppose there are 1000 peers for a file, you cant connect to everyone, right? you can only connect to some, say 25. So the number displayed will be 25(1000)
3. Nothing, its always better to use firewall and antivirus always. No security issues, nothing. Just give uTorrent full access rights with your firewall.