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.
If you can't copy files that are bigger than 2 or 4 GB, usually HD movies and such, on to your USB key, it's usually due to the file system the USB key is formatted to.
Neat little trick to force the preview images of running programs in Windows 7 taskbar or a so called Aero Peek, to show instantly with no delay at all.
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.