To disable the image overlay, just click the "See Overlay" button to be off. If you don't want the crosshairs, then the "Xhairs" button lets you turn them off as well.
The Mac OS X GUI doesn't let you create a filename that starts with a "." -- instead, create the file with the name "fred" (or anything), then you can rename it manually in a terminal window, with a command like
mv fred .afnirc
Nothing will prevent the "mv" command (moving a file from one name to another) from working.