Use the Secret Send To Menu Items.

When you right-click on any file or folder, you can use the Send To menu to create a zipped version, or send the file to an application, but in Windows 7 there are hidden items on the Send To menu that can't be seen by default. All you have to do is:

Hold down the Shift key, then right-click on a file and access the Send To folder you'll see a whole bunch of new items in the list, like special folders, and even an item for each one of your drives. It's a really useful tip for quickly sending a file to the flash drive you just plugged into the PC, without having to do anything else. This tip was found at Stupid Geek Tricks: Secret Items on the Windows 7 Send To Menu [How-To Geek]