Louise, when you clicked FILE|IMPORT/EXPORT|EXPORT GEDCOM in Generations, which option did you select for creating your GEDCOM file? There are three options - GEDCOM 5.5, GEDCOM 4, and ANCESTRAL FILE. You would need to have selected GEDCOM 5.5 for transferring your files to PAF 5. GEDCOM 5.5 is the latest standard, and the one used by PAF 5.
When you said your cousin became "No. 1", I assume you are referring to RIN 1? That really isn't a problem as RIN's are really only relevant to the computer. However, if you wish to have yourself as the "opening" person, just click TOOLS|PREFERENCES|FILE and in the top section RIN OF HOME PERSON ON OPENING, tick USE and enter your RIN in the box there. From then on the program will open showing you as the opening person. If you find that the RIN numbers are irrelevant to you, as most do, just go to the PREFERENCES section again, but this time click NAMES. Down the bottom of that screen in the section headed APPEND TO NAMES, tick NOTHING and the RINS will not appear on your screen.