When asking new questions, I would reccomend creating a new thread. This makes sure that other people can see the new question. Sometimes the person who answered your first question isn't the best person to answer the other question.
You can use the Classify function in Mathematica. This doesn't give you any control over the neural network, but allows you to create and use a simple FF for classification.
There was an add-on package for neural networks. It's a bit old and wasn't updated for the latest version of Mathematica. I've been told it works fine for the most part with Mathematica 10. There has a been a significant interest by the devleopers to incorporate it's features into a future version of Mathematica.
I've written once or twice some toy, simple neural networks. Mathematica has enough built in funtionality to make writing your own lightweight neural networks pretty easy, but you have to be familiar with the language.
Searching online, I see this package, but I'm not familiar with it: http://evolution.felk.cvut.cz/recurrent/