1. is it really bad to change the six strings at the same time?
2. Why do people say that the edge III sucks?
3. i want to learn scales. where can i learn(on what internet pages)?
Edge III is made of lesser quality parts, it'll **** up after awhile, and become unreliable.

A lot of people consider swapping in an OFR.
I prefer switching all six strings at a time. With an empty neck it's easier to clean. Then the new strings look nice and shiny on a nice and shiny neck =)
Current Rig:
Fender CS Eric Clapton Strat
Fender '65 Twin Reverb Reissue
Digitech Crossroads Pedal

In the stereo: The Rolling Stones - Let It Bleed
i swicth em all at one time, its hard to tune for the first day though.
"Then I saw that there was a way to hell, even from the gates of heaven."
-John Bunyan
1. I don't think it is. Some people think it'll warp the neck. I've always removed all the strings before I put new ones on, and my guitar is fine.

2. bad materials/construction. They won't hold tune as good as a real floyd rose.

3. Give a search engine a try. There are also lessons here on this website.
Jackson DKMGT Dinky
Randall RG50TC
Roland Micro-Cube
Boss DS-1
Boss MT-2