Community Analyst only supports simple polygon and point shapefiles. If you have a multi-part polygon, you will need to simplify it to a normal polygon with only X,Y coordinates, and it should work. Shapefiles can be imported with a maximum of 100 records and a file site limit of 3MB and they must be a single zipped file containing .shp and .prj files. The legend does not currently support customization. We are planning enhancements for the legend and your feedback is very helpful. In the mean time, you might try using screenshot software to create a composite image.