Filtering 'my hits' and 'me getting hit' to two different windows can be done, and I believe enrage and rampage are also filterable, so they can be directed to a different window than hits, I have them going to my spells window. The hitsmode option on the bottom of the chatwindow right click menu lets you change the damage messages to full message, abbreviated message, and just the damage number.
The window properties are pretty much set, and they affect all windows. But, you can find some interesting ideas to cheat this in this thread:
http://139.81.52.39/forums/showthread.php?threadid=2328
Hope that helps
Lunakin