Usually shops and museums are open on the 4th or May, but next year (2008), that will be on a Sunday. Shops are usually closed on Sundays, opening times of museum are different for every museum.
The Rijksmuseum in Amsterdam has a nice website with enough information about openings and entree fees:
The fifth of May is a National Holiday, trains and busses will probably run on a weekend schedule. For train times and fares you can always check http://www.ns.nl and click the english button on top of the page.
The Remembrance Day activities on the 4th of May are mostly in the evening. At 8pm there is a National moment (minute) of silence to remember those who killed at war (not just the 2nd World War, also current wars and basically all things killing freedom). The 5th of May is a holiday when our freedom is celebrated (like the 4th of July in the US). All over the country you'll find festivals & happenings. More info? Let me know!