As long as the lever is in the neutral (unclamped position), it doesn't really matter whether you turn the nut or the lever. I remember being screamed at by the operator of a rental shop when I started to tighten a QR he had neglected to tighten before handing me the bike. To save time, I was turning the nut one way, the QR lever the other - and he goes into a **** about not ever turning the lever. Obviously, he has experience with customers who view and use the lever as though it is some permanently affixed mini pliers handle, close the lever when lever and nut are too loose, then, turn the lever to tighten everything from a closed position. If you do this, it is possible to break the lever at the point where the pin that acts as the axle for the lever goes through the actual wheel axle.

It's not really necessary that the QR have a death grip on the frame. It needs to be snug enough to prevent the wheel from slipping in the fork notches when the wheel is off the ground - that's all. As another poster mentioned, if opening the QR is very difficult at all, then, you have over tightened it.

The inside surfaces of both the lever and the nut on my bike have a saw-tooth like finish that makes them hard to turn (and wears the paint off the fork around the notch) when in contact with the frame. This means that, if you get your QR medium tight, there is no way the nut is going to rotate loose (this was, I suppose a problem when using non-QR nut and washer systems in the past).

As for your pump question, UmneyDurak correctly points out that a presta valve (unlike a schraeder valve like those on your car) remains closed when you press the pump head onto it. At that point, the gauge is reading the air pressure inside your pump hose - not your tire. Until you start pumping, that reading is going to remain at (0). As you pump, pressure in the pump hose builds (and builds quickly - 10, 20, 30 lbs or more on a single stroke since the hose accommodates a very small volume of air) until it exceeds the psi present in your tire. At that point, the pump pressure overcomes the tire pressure and forces the presta valve open.

On a schraeder valve, there is a little bit inside the pump head that depresses and opens the valve when you place the head over the valve. I'm sure you've experienced the loss of air that occurs on your car (or a bike with schraeder valves) if you are sloppy about this.

It is a major difference between these two valve systems - and is why I much prefer presta to schraeder.

Good luck.

Caruso