In Windows 7 and Windows Vista, MS has hidden the "Menu Bar" by default.
As in XP and previous versions of Windows the "Menu Bar" contains;File, Edit, View, Favorites, Tools and Help drop down menus.
To show the "Menu Bar", just click on "ALT", but, as soon as you click on another portion of the window you're viewing, it hides again.
To keep the "Menu Bar" permanently, just click on "Organize" and from that drop down hover over "Layout" then select/click on "Menu Bar"
You will also notice that the "Menu Bar" in Vista and Win 7 does not contain the "Favorites" button