Arduino Button Box, lots of advice needed!

My User name n00b for a good reason, I can't write code to save my life, and I'm more at home with a Hammer then an oscilloscope.....so please talk to me like I'm a very young child!

So, I'am working on building a "button box" (an external enclosure with buttons attached to a PC via the USB, to use as additional inputs for a video game)

I have a Arduino Pro Micro as I believe the ATmega32U4 is the easy way of using the Mouse and Keyboard libraries.

I have managed to get the "Hello world" Keyboard.print() example up and running

void setup() {
  // make pin 2 an input and turn on the 
  // pullup resistor so it goes high unless
  // connected to ground:
  pinMode(2, INPUT_PULLUP);
  Keyboard.begin();
}

void loop() {
  //if the button is pressed
  if(digitalRead(2)==LOW){
    //Send the message
    Keyboard.print("Hello!");
  }
}

But was wondering a couple of things, first what would be the best approach for my project:

Keyboard.press() Keyboard.print() Keyboard.write()

And I noticed when ever I pressed the button on the above example, I would get the "new USB device" song from windows, and while it was running the sketch all other input devices stopped working.

Is there going to even be a way to stop the constant USB jingle, and freezing of other devices, as If not am will need to consider an alternative to the Arduino.