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.
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.
If you put your computer into hibernation, the next time you turn it on, you'll get all your windows and programs open just the way they were before the shutdown.
