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
It's an old thread but this answer is wrong, so I want to make sure right info is on here. Yes lots of dust can cause fees when doing transactions and putting it all at your exchange means you can't try to sweep the dust/etc. But the real reason is not all exchanges look at the coinbase for generated (newly minted) coins. They only look at normal transactions. BTC-E is one such exchange. If you deposit newly minted coins directly to BTC-E you'll never get them, because they don't look at the coinbase.
I'm not sure which exchanges this is safe with and which it isn't. But that's why it's dangerous.
