If the DVDs, USB sticks, phones, cameras or any other media and devices are automatically starting to play or open explorer windows and your don't want them to, this is how you tweak the AutoPlay settings.
Some installations or settings changes require you to restart your computer. In most cases you don't need to actually reboot it, you only need to restart the explorer.exe process.
Windows 7 have a nifty feature which combines the windows of opened applications under the same taskbar button. If you don't like it you can always turn it off.
Windows Explorer does not have menu displayed by default like you were used to in previous versions. To activate and keep it permanently visible follow this tutorial.