They dont, unless you download unofficial tools like notebook hardware control or others the acpi control must be done throught windows xp power schemes.
According to the data you provide, your CPU throttles from 800mhz at 6x to 2ghz at probably 16x. If you never see the cpu go beyond 800mhz even under heavy load then probabl you have enabled the "max battery" power scheme of windows xp. The 400mhz frecuency is probably achieved trought fsb division by 2, and its pretty much useless since it really harms the performance and doesnt much from the thermal and battery saving perspective, since the CPU works at the same voltages.
My recommendation is that you download the wonderful Notebook hardware control tool by Manfred Jaider http://www.pbus-167.com/chc.htm
, wich overrides the power schemes and offers a wide functionality, such as undervolting, customiced Speedstep settings, and, if supported by your hardware, fan control.
Regarding to the brightness thing, probably your laptop changes it using a fn+ F keys combination as most fujitsu laptops.
Hope this helps a bit, but even more i hope fujitsu siemens provides a decent tool that eliminates the need for non official software.