Answer, please, on two questions:
1. How to do, that at the start of the WLD a necessary to me provider Finam, but not Dow 30, was opened.
2. Whether it is possible to add to the table of results of optimization another column - Max Consecutive Losses. If is it possible, then how?

1. Wealth-Lab does not "open" a provider (or DataSet) on startup. Please explain what did you mean.

2. It's possible.

Wealth-Lab has extensible architecture, and custom optimization metrics can be defined in so called "ScoreCards", to be consumed by Optimization and Strategy Ranking tools. From a programming standpoint, a Scorecard is a class that derives from StrategyScorecard. This implies having some development skills with a .NET programming IDE like Visual Studio or SharpDevelop.

Our MS123 Scorecard project (part of MS123 Visualizers) is an example of a Scorecard whose open source you can download (after logging in to the Wiki with your authorized account) and use for adding your own metrics.

I'll add "Max Consecutive Losses" and "Max Consecutive Winners" to MS123 ScoreCard (next release, ETA April-2012).

At the start of the program WLD the list of tickers of Dow 30 is opened. And I would like, that the list of tickers of Finam was opened.

Make the Finam DataSet the first one (i.e. put it on top in alphabetic order). Wealth-Lab can either expand the first DataSet in the tree or not expand anything at all (Preferences > Advanced Options).