Hi!
1. Yes it's OK I think
2. In brief: The parsers and splitters are DirectShow engines and are to identify the input streams (amongst other data) and just "tell" DirectShow how to decode/play/deliver the source.
3. I don't really know what the extra plugins are, not developing this software. However, all the plugins installed (in .../Real Alternative/Plugins and .../QuickTime Alternative/Plugins) should be in the Firefox/plugins library as well. So you can copy them manually there, if missing.
4. Set the file associations in Media Player Classic. See
here. Select the QT and Real related formats only.