I went there in March 2007.
Im very bad at remembering details, but let me see what I can dig out
Yes you do...
As far as I remember, you do also need to pay a "National Park entrance fee". Im pretty sure will be notified about the latter upon arrival to Los Roques.
The fishing license can be bought in a small cabin at the other side of "town". Actually I think you need to pick up the license from there, but need to go back to the airport and pay for it (thats a good way to keep stupid flyfishers entertained
). Once you have found a Posada to stay in, ask them and they will point you in right direction (its like a 5-10 min walk from the town square)
We tried to do the same, but with no luck. Im not sure wether its actually "restricted area", but the guides/captains will probably assure you that it is. Nevertheless its worth the cost - at least for one day. We were on a tight budget as well and managed to arrange a guide for 300 USD/full day. If you find someone to split with, its not that bad.
There are pohibited areas. The taxi boat captains know where you can go. I doubt they will drop you of somewhere illegal.
Btw, fishing around the main island (Gran Roque) can be quite fun. There are a few flats around the island, but they are hard pressured (or at least was back then). Instead, throw any fish-like fly into deeper water near a diving pelican and expect action