Most of the times when we transfer files to a usb pen drive we use the "Send To" feature of windows. This is the most easy way to transfer files instead of copying the file then pasting it in the usb pen drive.If you often copy files to a particular folder then this trick can be used to copy the files to that folder using the "Send To" menu, similar to the copying to pen drive option.
For this you need to add a item or particularly the folder you copy files to, to the "Send To" menu .
Here is how you do it.
--- You need to see the Hidden files and folders. So if this option is not enabled then go to Tools -->Folder options in explorer. In folder options click on View and look for the show hidden files and folders option and enable it. In Vista hold the Alt key to get the menu bar.
--- Now that you can see the hidden files go to My Computer and then go to C drive (where windows is installed)
--- Now look for Documents and Settings Folder. In that folder double click on your username. In case of Vista you need to take ownership before you can open the folder. Read How to "Take Ownership of folders and Files in Vista". After reading this take ownership of the "Documents and Settings" folder and then the ownership of the "Send To" folder.
--- Now that you can access the "Send To" folder double click on it and then right click in an empty area and select New --> Shortcut.
--- In the windows that comes up click on browse and select the folder you want to add to "Send To" and Click next. In next window, name the folder if you want to or leave it as it is and click Finish.
You created an send to item for that folder. You can check it by right clicking on any files and going to "Send To" menu. Your new folder will be listed there. Just click on it to send the files there.
Similarly you can add Applications to "Send To" menu. Like you can add the Photoshop application for opening image files by right clicking and sending them to Photoshop. This will open the image in photoshop.