Exit the client. Make sure it's also not running in Task Manager and start it back up. It should continue from there.
Not necessarily. I made the mistake of trying to re-install the client yesterday and re-download the block chain. I've been getting nothing but "not connected" errors and am having an impossible time fully syncing the block chain. I literally tried all day yesterday, and was trying to do several different things to no avail.
The latest release is bugged