Normally you will use Ctrl+C and Ctrl+V and many advanced users will select the required files right click on it and there u will see name of pen drive in "Send To” option. and it will do your work.
But if you need to copy from Pen drive to a particular folder... you can't do this... as you won't see the name of desired folder in the Send to option.
Now , i will tell you how to add a particular folder in send to option ...such as you won't need to do copy paste and won't need to browse that folder again and again . Just u can copy your data using a single click.
1) Go to Start > Run > type "shell:sendto".
2) Right click in the Sendto folder and create a shortcut and browse the folder or drive for shortcut.
3) You can do this in a number of ways.
Right click -> send to desktop (create shortcut) and move the shortcut from the desktop and paste it into the Sendto folder.
4) Now your customized “Send To” option is ready to go.