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.
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.
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.
