on my n800 /control panel/about product shows version:"5.2008.43-7" shouldn't the desktop have the new orange look like my 810 does after the update?
Open the menu for your "Home" screen and select "Set theme...". Your N810 is likely using Glasser, while your N800 is using Echo. You can also use the "Set background image..." option to choose the corresponding, well, background images.
Yes, that will happen if Nokia pushes another SSU. You can always manually check to see if they have a SSU out by going to the Application Manager and forcing a refresh to look for updates.