They (Tutorial) say:

Ignore this at your own risk. When connecting this supply DO NOT use the DC socket on the Arduino. Instead, connect the 5V (positive) from the supply to the 5V pin on the GSM shield, and the negative to the GND pin.

I think the arduino guys wouldn't write not to risk it if there weren't a possibility of damaging your Arduino.
So either you just go with the tutorial (It worked for them) or to make sure look at the respective Arduino schematic and look why it might not go wrong with your Setup (I can't help you with that).

Someone else please pitch in to help redruff.

I think it depends on which Arduino you are using.
Look for "Power" at the respective Webpage....like:
For the Uno Rev3 http://arduino.cc/en/Main/arduinoBoardUno it says:

5V.This pin outputs a regulated 5V from the regulator on the board. The board can be supplied with power either from the DC power jack (7 - 12V), the USB connector (5V), or the VIN pin of the board (7-12V). Supplying voltage via the 5V or 3.3V pins bypasses the regulator, and can damage your board. We don't advise it.

So NO.
For the Nano http://arduino.cc/en/Main/ArduinoBoardNano it say:

The Arduino Nano can be powered via the Mini-B USB connection, 6-20V unregulated external power supply (pin 30), or 5V regulated external power supply (pin 27). The power source is automatically selected to the highest voltage source.

So YES.

Do u have Pull-Ups on SCL and SDA (from 100k  to 1k Ohm)?

If you are not sure if the Address you use is right use http://todbot.com/blog/2009/11/29/i2cscanner-pde-arduino-as-i2c-bus-scanner/comment-page-1/ to look for is.

If you think the code isn't working as it should throw some Serial.println s in.

I think what you are looking for is http://blog.thiseldo.co.uk/?p=504 for the enc28j60 and http://winkleink.blogspot.co.uk/2012/08/arduino-ethernet-ethercard-xamp-web.html for the XAMPP.
Start watching some English TV Shows with English subtitles. Those helped me a lot (I'm from germany). Then you could write better Forum or Google-Search requests .

This might not what you are looking for (break a butterfly on a wheel) but when i hear

retransmit mechanisms

I almost directly think about a nice TCP Protocol (had to Programm some Server an Client Applications  , only not for Arduino). I know in the Arduino Wi-Fi Shield they use TCP. le Link to the Library:
https://github.com/arduino/wifishield/tree/master/libraries/WiFi/utility
socket, server_drv and spi_drv could be of interest for you to implement TCP. In the parent folders you should find examples on how to send and receive data using TCP. I think you would almost only have to change the spi_drv funktions to insteed talk to your XRF modul.

Hi,
I don't have an Xbee but I think what u are looking for is SoftwareSerial http://arduino.cc/en/Reference/SoftwareSerial.
And with Processing I think u mean http://processing.org/.  Here is a nice Tutorial to start with: https://www.youtube.com/watch?v=g0pSfyXOXj8

[Video Streaming over WLAN]

Hi,
(Hope this is the right Forum for this. Love this huge community!)

I'm a hobbyist with a lot of persistence . A few month back i was interested in Video Streaming over WLAN and a few days back (I also do small Arduino Projects) I stumbled over the Arduino Wi-Fi Shield.
While i don't thing a Aduino is able to stream a digital Video(480p,720p,1080p) in Real-time, it caught my eye.
My main point of interest in WLAN was getting a above average connectivity and range in the ISM Band (mainly 2.4& 5.8Ghz) not using any Output Power Amplification.
Putting Antennas aside I think what's left to tinker about with is the Modulation and the Channels (switching them [DSSS,FHSS etc.]).
With those specs the cheapest way to get started with WLAN is probably with Wi-Fi (802.11b/g or better jet 802.11n).
So i looked in the datasheet of the HDG104 used with the Arduino Wi-Fi Shield and found:
Modulation: QPSK, 16QAM, 64QAM DBPSK, DQPSK, CCK, OFDM with BPSK
And i thought awesome!!, let's have a look at the Library.
Idk if i checked everything but i couldn't find any code about setting the modulation or the channels. That's probably because in a normal use the Wi-Fi chip does those thing on its own. But there should be a possibility to set them manually.
So I was looking for the registers to use with the chip but in the Library I only found a in my view rather small enum in the wifi_spi.h and literally nothing in the datasheet.
The fact that there is nothing in the datasheet leads me to the assumption that the registers must be highly standardized which would make sense.
But because there are "so many" standards and the chips have to be backwards compatible it is all the more confusing to me.
To me it feels like "they" don't want you to get started. ^^
What i found after that were Broadcom Chipset specs which showed some registers (but not well documented) and some of those nice ~3000 pages IEEE-SA papers with which I'm not done skimming through. 

What is the best way to get started with Wi-Fi on a microcontroller/microprocessor level?
- Equipment (which Hardware?) [I got a Port207V Cortex-M3 STM32F207VCT6 Development Board (Could that aid me in any way? -Probably still to wimpy-)]
- Knowledge (what do i have to read up on and where do i get useful information, especially for the modulation and channel part?)
   
I would google it all by myself but it seems like I'm not good at thinking up keywords to look for anymore.   
What's left to say is that any sort of related hint is appreciated! Even just a keyword I might not have used jet would be nice!

regards
Halo