Ah yes...the wonderful penguins. They are supposed to do that. It is actually very intertaining for me. It is no glitch, but I think it stinks that almost the only other artic animal can kill it.
About the last question, I believe that you had a lot of items that are only useable in MM. You will have to delete all of your created zoo's and reinstall Zoo tycoon.
If that last part wasn't what you were needing, sorry. The question was a little unclear for me. :lol