In this day of age, it's very practical to have a Windows 7 installation on your USB key, for many netbooks and devices don't come with CD/DVD drives anymore.
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 are tired of waiting for your Windows 7 computer to shutdown or restart, you can create a new shortcut that will speed up the process considerably.