Actually GEC, it depends on the media server program that you use. TVersity (the one I use doesn't) but if you use the Windows Media Player server then the thumbnails come up on most video.
I have the wireless keypad and honestly it's one of the best pickups I've made for my PS3. First off it's light in weight so attaching it doesn't add much to the controller. In terms of the functionality of it, the keypad being on top makes it very easy for me to use. All I do is slide the controller down just a tad to get my thumbs to it. When I'm done typing, slide the controller back up. It doesn't block the shoulder buttons at all since it sits on the the little bit of controller tha...
Looking at the hi-res shots from Kotaku, there seems to be a door on the bottom of the Slim that you can pop off with the screwdriver (like you do with the current PS3 on the side) and it might be a screw inthere and then the whole panel under the BD drive would pull out with the HD attached (the front panel probably attaches to HD cage)