about the payment, is it send directly to my wallet? i mean, i didnt put an address for it anyway, like on deepbit or other pools. Thats what im unsure about.
Yes it is sent directly to your wallet.
By default p2pool gets a new address from bitcoind (your wallet) each time it starts. If you want to use a fixed address you can by using the -a command line argument. Using a fixed address IMHO makes it easier to keep track of payments.
There is no concept of "progress" in p2pool (or any mining) so you can restart with a fixed address at anytime. It can be any address it doesn't need to be one from the bitcoind running.