1. If your actual location is yourhostsdomain.com/yourusername/, the .co.nr auto finds index.php so if you link to yourfreedomain.co.nr/index.php you are actually linking to yourhostsdomain.com/yourusername/index.php/index.php. As far as displaying the page this works perfectly (apart from a few missing images) BUT it does not function. AT ALL. even links. So just link to yourfreedomain.co.nr
2. Same reason as above

look at shoutbox
3. If you specifically point to index.php all links redirect to index.php