Check the AppDB on WineHQ http://appdb.winehq.org/ to find if your windows programs work in wine. Also note that UNetbootin will create a LiveUSB, so you will need to create another partition on your flash drive if you want to save changes. One last comment: using the flash drive for swap will decrease its lifespan.
A black screen after splash usually means that X.org or your graphical environment failed to start. If you are interested in persistent usb, then see https://wiki.ubuntu.com/LiveUsbPendrivePersistent
Multi-boot USB is possible, see this: https://answers.launchpad.net/unetbo...question/24298
What filesystem is the usb formatted as? You can check with "sudo fdisk -l"; it should be FAT32, and NTFS will not work. Also, there may have been some kind of problem mounting the usb device, since fd0 usually refers to floppies. You could check if the usb is mounted correctly with "lsusb", and also see the error log with "dmesg" command. You could also try reformatting the drive, or checking if it has errors.