Going back to the original post, there’s no option to set the auto-correct to ask you on the first instance but not on future ones. You can however add a word to your personal word list, which will prevent it being auto-corrected into something else. You can do this either by right-clicking a word marked as misspelled and choosing “Learn Spelling” (or choosing the same if you’re running the spell check tool from Tools > Spelling) or by editing your word list manually by going to Tools > Options…, clicking the “Auto-Corrections” tab, and then clicking “View Personal Word List”. Here you can both add and remove words from your custom list. You can also access and edit this file directly by going to “C:\Documents and Settings\YOURUSERNAME\Local Settings\Application Data\Scrivener\Scrivener” and opening the wordlists.ini file in a plain-text editor, so you could copy in a comma separated list of items if you wish (instead of needing to add them individually via the interface). Users on Vista and Win7 will find this file in “C:\Users\YOURUSERNAME\AppData\Local\Scrivener\Scrivener”.
If you have auto-correct turned on and it corrects a word you don’t want changed, you can use Edit > Undo (Ctrl+Z) to undo the auto-correct, and at that point you can right-click the original word and add it to your custom list if you wish; the spell-check will no longer mark it as misspelled and the auto-correct won’t try to change it.
You can also use the substitutions list, as pigfender suggested. If “Enable additional substitutions” is checked in the Auto-Correction tab and the specific substitution is checked to be enabled in the substitution table, this should be working when typing in the editor. (I did just test and am able to successfully replace Bjorn with Björn in the editor using this method. The word is still marked as misspelled but the substitution itself happens, which is as it should do.) This is limited to the editor–could that be why it didn’t seem to work for you? If it’s not working there, could you let me know the specific settings you’ve got in the Auto-Correction tab so I can try to reproduce the issue?
Regarding the export/import of Word’s autocorrect list, 2002 (XP) or otherwise, this isn’t currently possible to the best of my knowledge, as the auto-correction is set up differently. I’ll check with Lee and Keith on this, as it would be a neat idea if it’s doable in the future.
As for the dictionary tools in general, we are trying to better those. Scrivener uses Aspell and its dictionaries for this, and Lee is working to be able to implement an updated version for Windows and thus for Scrivener. We’re aware that the available dictionary lists leave a lot to be desired, and I’m throwing together a knowledge base article with instructions for updating the dictionary; I’ll put a link here once I’ve got that up.
This is sometimes the case, as Scrivener is a distinct program from traditional word processors and as such it does have features that are designed based on a different philosophy and with a potentially different goal in mind—to focus on the actual writing, with less simultaneous attention to formatting. Scrivener also isn’t intended to be all things to all people and so some features common to Word or OpenOffice Writer or the like are intentionally not present in Scrivener as they’re not pertinent to the focus and would just be bloat.
There are however plenty of features that aren’t present because they just haven’t made it in yet. You’re probably aware that Scrivener for Windows is following in the footsteps of the Mac version with the aim of feature parity; the Mac version has just been around a lot longer than the Windows version and has had time for these extra bits to get implemented. We’re also of course open to knew ideas—that’s what the wishlist section of the forum is for. Some things just aren’t feasible, given that we’re a tiny team—one programmer per platform—and don’t have the resources of, say, Microsoft. So some features that you’ll see in Word just really can’t be done at the moment in Scrivener. It doesn’t always mean we wouldn’t like to, or that we won’t be looking for alternative ways of achieving the same end, but just that it’s a bit more pie-in-the-sky than it might appear from the user standpoint.