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 you don't want anybody to see your profile on your computer you can lock it with the password. In this lesson I will show you how you can set different password options to log in, in Windows 8.
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.