> How can I take Tiberian Sun .vxls and use them in RA2 with using Olaf's stuff?

I think you just copy the files and the art and rules entries.

> How can I take old .shp(cameo) files from Red Alert and C&C and use them in Red Alert2 ??????

Select the TD or RA palet, copy them as PCX, then follow Guide: Adding an icon.