1) I don't believe there's anything you can do about the "Content Indexing Server" messages. I've tried at my site, and I still get them. There are several tech notes about it. Do you know where to look for tech notes? The notes suggest:
1a) Disabling a service in a "bpstart_notify" script (at the start of a backup), and restarting the service in a bpend_notify (at the end of a backup) - but this is only a solution if you do not multi-stream the client in question.
1b) ...or... you exclude all "*.wci" files from the client - as these are rebuilt by IIS whenever it is restarted/rebuilt so they can be safely ignored.
1c) ...or... you wait (like me) for it to be fixed in v5.1 MP7.
2) The "EventCache" folder is for Windows Update, so you can safely exclude this folder on the client. AT my site is a typical exclusion on all Windows clients.
3) For RSM, you need to exclude "%windir%\System32\NtmsData", i.e. exclude something like "C:\WinNT\System32\NtmsData" or "C:\Windows\System32\NtmsData" - but only if you don't use RSM or NTBackup on the client. If you do use RSM or NTBackup on the client, then there are tech notes about exporting the "RSM" database (again in a "bpstart_notify" script) in which case you would still exclude the live/open "\NtmsData" folder. At my site we don't use RSM or NTBackup onany Windows clients, so again this is a typical exclusion on all my Windows clients.