I've installed the GUIMiner app and the Multibit app. I am in a mining pool, and I have about 17 shares thus far. Do the Bitcoins transfer to my MultBit wallet automatically or do I need to do it manually?
Generally, no. Usually you have to specify the address in your wallet and the threshold minimum so the pool sends your funds.
Most pools require some kind of registration; Eligius.St only requires your wallet's payment address.
No. You can set up an auto transfer on many pools but you will need above a certain balance or be charged for transactions. Also some pools need verification for this to happen to prevent fraud or theft.