newbie questions: customizing continuation lines and font for Windows emacs

[Elias]

Hi. I am trying to learn Emacs. I have GNU Emacs 22.3.1 for Windows,
and I have some questions.

I noticed that there is a word wrap feature, so that if a line in the
file won't fit on the screen, the rest of it is displayed on the next
line. That is nice, but I'm wondering if I can customize it. I want to
make it so if the line is indented with spaces or tabs, the
continuations will also appear indented, instead of starting all the
way on the left side.

Also, I am trying to change the display font. I go to Options and Set
Font, and pick the font (Lucida Sans Typewriter), then go to Options
and Save Options, hoping that the font will be saved. However, the
next time I start emacs, it is set to Courier New for some reason. Is
there any way to save the font?

Thank you.