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.
Virtual Hard Disk or VHD acts like a normal hard drive built into your computer. Cool thing is, it comes in a form of a single file so you can make a copy of it and virtually attach it to any other Windows computer.
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.
