1) Simply url escape the group name, like this:
the_widget('sf_widget_constantcontact','grp=Jay%20Michael%20-%20website&btn=SUBMIT&msg=Thanks!');
2) Yes, you can also apply css rules to the subscribe button in the footer (the same rule for the widget will probably apply, if you need it different you should target the footer_box class).
3) Right, for example:
the_widget('sf_widget_constantcontact','grp=Jay%20Michael%20-%20website&btn=SUBMIT&msg=http://thankyoupage.com');
ps) You probably need to escape out of PHP mode, by wrapping the code with the PHP tags:
?>the_widget('sf_widget_constantcontact','grp=Jay%20Michael%20-%20website&btn=SUBMIT&msg=http://thankyoupage.com');<?php
If this plugin works for you, a review would be much appreciated :)
