2. It looks like you were using Chrome to try to open a document in the OneNote client? For better or worse, you have to have a plugin to do that today; there's no browser-native way for a website to launch a program on your PC.
The plugin we have gets installed with Office 2010 and works on IE and Firefox. It does not currently work in Chrome, which is probably why you saw the issue.
That's not to say that the metapoint is lost on all of the folks who work on these features, and we try very hard to make flows work with no edge cases. Even for a company like Microsoft shipping often requires tough compromises, though, and unfortunately you hit some of the rough edges in our experience we haven't yet been able to address.
(Disclaimer: If it wasn't clear already, I work on some things related to this flow.)