Capitalism is indeed very different from anarchism. As the horrifying crisis in Russia after the "Big Bang" market reforms shows, capitalism needs a very solid institutional basis to work properly. There is a whole bunch of laws and behaviors that underlie the concept of free competition and without them there are no markets.

Examples:
Property rights: If robbers can take away everything I earn, what's the point in maximising my profits?
Taxpaying: e.g., to pay the policemen to chase the robbers...

And there are many more institutions. The important ones still need to be invented. They are the ones that make sure that capitalism doesn't excessively increase social inequality, and the ones that make sure that priceless things like art and free time will be respected.

Ofcourse not.
Anarchism means throwing away *all* control, while capitalism means very little economical control.
Marxism on the other hand talks of *total* economical control and contrasts with Anarchism on this point.
So you can be a capitalist anarchist, or a capitalist democrat, or a marxist democrat, but not a marxist anarchist.

Please explain to me why you think this is oxymoronic?
Think of an anarchistic world. How will people do business? the closest model I can think of is the capitalistic model - everypone will do with his money whatever he wants - Invest in a bank, in a company, keep it, waste it, whatever. While in a marxist model most of the money would go to the goverment that will decide where would the money go.
And about the other questions - yes, this is what I'm saying. You understood my views, feel free to disagree.