No problem. 
As for the p2pool -> exchange question...
I believe they say this because p2pool tends pay out in a ton of small transactions. What would happen is you'd be spamming your exchange's wallet with a lot of tiny transactions which would possibly result in higher transaction fees for them when they send out payments to people withdrawing coins (this is my understanding, at least -- I'm no expert). The pools that I use to deposit directly to exchanges are non-p2pool style and I use fairly high payout thresholds.
Good luck
As for the p2pool -> exchange question...
I believe they say this because p2pool tends pay out in a ton of small transactions. What would happen is you'd be spamming your exchange's wallet with a lot of tiny transactions which would possibly result in higher transaction fees for them when they send out payments to people withdrawing coins (this is my understanding, at least -- I'm no expert). The pools that I use to deposit directly to exchanges are non-p2pool style and I use fairly high payout thresholds.
Good luck