Create a BAT file called browse.bat
with the following code in it...
Put that file in a folder called fscommand
on your USB drive. The fscommand folder and your EXE should be in the same folder (usually the root of the drive).
Now put fscommand("exec", "browse.bat");
in your FLA where you want to start the explorer window, usually in response to a button being clicked.
You are done.
Read FSCommand EXEC is Broken in Flash CS3
if you run into problems.
Check out Conquering FSCommand EXEC Part 1 : Proxy
if you want to make your presentation a little more professional.