I think it was in OOTP when they were taking a break from doxie killing when he mentioned Regulus. Hermione was there, but I don't think she was involved in their conversation.
We're all going to hell, you know. The 300-page "Harry Potter is Satan" threads tell us so.
Right, it was when they were trying to remove the tapestry from the wall. It wasn't clear to me if Hermione was part of the conversation, though. I think I'm in the minority, too, in not thinking the locket at Grimmauld Place is the horcrux. It sounded like the horcrux locket had a pretty clear serpent on it, obviously marked as Slytherin's. Hard to believe that if that were the locket in Grimmauld Place, the only description would be that none of them could open it.