Ans: Use the Zipped executables at following URL to change the address.
(Use LEGO firmware 1.29 or higher for this, and follow instructions to install.)
Explorer.zip upon installation, attach sensor to port 1, run the program and follow on screen instructions.
Ans: Yes. They do work with Mindstorms NXT 2.0 kit.
Ans: You can use more than one DIST-Nx sensors on your NXT without any IR interference. Sharp's patented modulation scheme allows you to attach multiple GP2D12 (or equivalent sensors) within proximity of each other.
Ans: Most of the sensors work with EV3, NXT-G, RobotC, NXC and LeJOS. For each sensor, you will find supported languages, related API`s and sample programs on its respective webpage.