One of the main concepts of Windows Vista is to make things more simple, basically take some of the complexity out of Windows. The decision was made to do away with the old menu bar in many of the windows of Windows Vista because they simply looked too busy and offered the user too many, often confusing, choices.
This all sounds great but we are power users and most of us like complexity because it gives us more control. Thankfully, Microsoft didn’t really do away with it completely, they just hid it. The next time you are using Windows Vista and wish that old menu bar was still around, just hit ALT on your keyboard and it magically appear!