If you press the "y" (or on some keyboard layouts "z") key you can toggle between dynamic or static when you have an entity selected.
Static is red, dynamic is green.
Quote: " it is affected by lightmapping?"
Correct, dynamic objects are not AFAIK.
Quote: "2. If so, how would I go about making a large portion of entities static? I could do them all myself, but some added convenience would be nice."
You can set that during the import option. If you have trouble with the built in editor, you can just use
this command prompt tool. All you have to do later is copy in your select shader effect you wish to use (my default is effectbank\reloaded\entity_basic.fx)
