yeah, what he sed.
Think about it for a second. You're wondering why a (generally) static menu doesn't give you an icon for a drive that is re-moov-able.
Every time you pull the flash drive out, away goes the drive. Do you want a constantly changing drop-down menu probably crapping up your registry with all the swapping?
Cut and paste works wonders
It's what I do, and so far I haven't had a cut/paste failure yet.
As a side note, it'd help anyone to diagnose/troubleshoot your problem if system info is given i.e. OS, USB 1.1/2.0, board port or card port, etc. More info will get you a more specific answer, less info can result in solutions offered that could be hazardous to your computer's health.