#2
Pinch Harmonic.
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#3
it's called pinch harmonic
you have to pick a string (f.e. the d string at the 5th-fret) and you have to take the pick at it' bottom...after picking, your thumb has to touch the string lightly to make this squeeling noise....my english is too bad to explain this in good english...better have a look at the ug-lessons section or at cyberfret.com...there are videos for that
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#4
Pinch harmonics. Do it the same way as Ali said, but keep in mind that you'll get different sounds depending on where you pick. So when you do it, start from around the neck, and work your way along the string to the bridge, pinching all the way.