CMSIS, STM lib. and OS

I have made some program using STM standard peripheral libraries (which uses CMSIS?). I do not use any OS now. I read that CMSIS support RTX and Keil ARM-MDK contains RTOS. I have some elementary questions.
1. What means that CMSIS have support for RTX? Is there already OS included in CMSIS source files? If no what I will need to implement it?
2. Is Keil RTOS different from CMSIS RTX? In which way?
3. Is this OS free for non-comercial usage?
4. What even mean CMSIS, why manufacturer like STM has own libraries? Is it possible to create program using CMSIS only, without STM lib?
5. Can I use STM lib. with OS?

I planning to extend my program in future, so I will need some OS. Which particular OS you can recomend to me? It have to be free, with ability to implement GUI and work with Keil MDK. Device is Cortex-M3.

Thank you.