For unzipping designs (or anything), besides Winzip - there is also a J-Zip program for unzipping that is and remains totally free. I like it because it is so much faster and I think easier to work with, and when you download the zip files, chose the "save and open" option, that way you can be sure to tell the download where on your computer you want it downloaded to, and even rename it to something logical.
Another thing I find is a great space saver with the "save and open" option, is you can just pick out the file for PES and not have to save all of the rest of the files like VIP, etc. that are sometimes bundled all together.
I also save my designs on a CD in categories like you have described. There is also a thumbnail program out ($39) that allows you to see a thumbnail of the design in the Icon on your computer - a real help. I am still just learning about the USB stick, so am interested in this thread. :-)
Marysewfun