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.