Subjects says it all.
Will I lose my data if I restore to factory settings?
And maybe another small question, is there someone that is able to stop the Twonky package?
It's always ON and I can't select it to stop or delete it..
No. You won't lose anything if you reset from back button or by web interface. The only things you will loose are users, permissions, ftp settings, bittorrent settings. You won't loose anything that is on your disks.
But don't extract disks!!!! Do that only if you have problems with the Nas or with disks.