2) ok, how do I clean the gunk off? (And why doesn't it come with this stuff cleaned off already?)
There are various methods touted for removing the remaining residue on the parts, of which we can recommend two:
-- scrubbing the part carefully with a soft toothbrush in dishwashing liquid and lukewarm water. No icky chemicals, but there is the risk of breaking fragile parts, so caution is advised.
-- simply soaking the parts for not more than 10 to 15 minutes in acetone ( or acetone-based nail polish remover.) Care must be taken not to leave the parts in too long else they will begin to go soft.
In either case, when the parts are thoroughly cleaned the areas that had the waxy gel support matrix during printing will turn white and will appear slightly "furry." (See "prepping parts for painting", below.)
Why do they leave the gunk on? It's a bit of a mystery, as it seems to be universally unpopular with the Shapeways designer community. The answer probably lies in the fact that the parts look somewhat irregular after they are thoroughly cleaned. There is considerable lobbying afoot to try and change this policy in favor of having the parts completely cleaned of all residue before shipping (at least as an option) but for now this is the way it is.