1. We recommend using the dataset appropriate to the universe you wish to study, in this case women. In many versions of Stata you can set maxvar and set memory. If you are using Intercooled Stata it may simply not be possible to open the entire dataset. If the select utility on our website does not work for you, you can also specify only the variable names you want to open in Stata.

use [varlist] [if] [in] using filename [, clear nolabel]

for example you could type:

use v000-v191 b* using UGIR60FL, clear

This will open the dataset with just the respondent's background variables and birth history variables. You can also name a list of variables individually.
Also note, if you are certain that all of the women you want to study are contained in the BR file, you can use that instead, but remember that women who have had more than one birth in past 5 years will appear multiple times. It is better to try opening the IR file as above if possible.

2. Look for variables on wealth in individual datasets, usually v190 and v191. These are pre-merged from the household data. Many other relevant household variables are already added to individual datasets. If you do come across a variable you need to merge from household dataset, see instructions for merging DHS datasets at http://dhsprogram.com/data/Merging-Datasets.cfm. As you discovered, the different ways that statistical programs handle spacing in the values for HHID generally prevent a clean match. Instead you will want to merge on cluster and household number (hv001 with v001, and hv002 with v002 respectively).
Hope this helps.