New in CNC and I have some questions

Hey guys, great forum you have here. I am glad I joined :)

If not interested on the background please skip to the MAIN PART of this post :)
My background is minimal...

BACKGROUND
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Please assume I know really few things on the terminology and on CNC in general. However, I am more than willing to learn. Unfortunately I don't have much time to devote to the CNC at the moment, even though I would LOVE TO.

Last week we got a new CNC machine in the lab I am working on. We mainly wanted to buy this for PCB prototyping and some basic manufacturing on parts we may need for our robots.

I think I configured Mach3 correctly, drew some circles, and text and I think I pretty much understand the basic operation of the machine.

MAIN PART
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My questions:
1) For the PCB routing bit, some people here recommended http://www.drewtronics.net/ so I bought some bits from there. What do you suggest for the drilling part? Is there a good reliable dealer in Europe that sells a drill bit set?

2) What bit do I need for cutting the pcb outline? (what is it called?)

3) What is the simplest solution you suggest for holding the material on place and preventing me from damaging the machine below (during drilling and milling)?

I have more questions maybe some of them are answered when I know enough about the above :D

Thanks for reading.