Help me save a video to flash drive, please.

I recorded a video to dvd with no problem. I initialized it, or whatever, so it could play on other players, and it plays everywhere just great. I can open it in Windows media player, but, I want to save it to my 8gb flash drive. I can open the My Computer icon, and will get the location and name written across the new window, along with the other occupants of the folder. But, I cannot drag and drop as I had planned.
Can anybody walk me through this? I have Vista, and the movie/file is only 1.3 gb, and I have plenty of room.
thanks,
hh

btw, when I try to save it to Desktop, only the shortcut goes there.

[ol]
[li]Highlight the file name and while doing so, use the <CTRL-C> key combination, aka, copy.[/li][li]Now place the mouse cursor where you want to copy to and use the <CTRL-V> key combination, aka, paste.[/li][/ol]

Hoo-haw, that did it!
Thanks, Duckster!
hh