Web Part Page Gallery is the default gallery that comes installed with SharePoint.
Site Gallery is specific to one site.
Virtual Server gallery is specific to that virtual server 
online gallery are downloadable web parts from Microsoft.

The answer is yes. In general, the more powerful and flexible the operating system, the more open it is for attack through its Web (and other) servers.

If you're getting a Page Not Found error then IIS is receiving the request and responding, so we don't need to troubleshoot that part of the problem. It's not a permissions issue, or you would be getting an Access Denied message or an authentication prompt. That leaves us with just a couple of things. First, if URLSCAN is installed, it could be denying access to the .ASP extensions. Otherwise, we have to believe that IIS simply cannot find the filename. The most common cause of this is having your system set up so that file extensions are not shown, which is the default. As an example, let's say that you create or rename a file in Notepad and save it as default.asp. However, the actual filename is default.asp.txt. When you ask for file default.asp, IIS is unable to find it. However, when you look at the file in Windows Explorer, it is displayed as default.asp. You can configure Windows XP and other Microsoft operating systems to show the file extensions by clearing the checkbox "Hide extensions for known file types" located at MyComputer, Tools, Folder Options, and the View tab.