You are correct about both statements.  The Web GUI is only accessed thru the untagged VLAN 1 and it is not possible to change the management VLAN on the 2800 series switches.  On other higher level switches you could use the command ip address vlan xx to move the management VLAN to the specified VLAN in the statement. I hope this helps,
Let's say I have port 20 which is a TAGGED member of VLANs 1, 10, and 20. If I try to access  the web management gui using TAGGED VLAN 1, it isn't accessible.  However, if I remove the VLAN tag (and set the default PVID to 1), then it works fine. Is this a known limitation? Also, can I change the management VLAN on my 2824?  (from what I've read it's not possible)
PowerConnect 2824: Can't access web management using VLAN TAG 1?