I am running Windows 7 Ultimate. I tried to copy something into my Pendrive. The copying windows will appear. Now, try to click on the small icon on the left of the title bar. A context menu will appear. Click on the icon again. The context menu will disappear but the copying process is also canceled. So, do you have this problem? Is it a bug?
This does not happen if you click the icon twice slowly, just if you double-click the icon. It is not a bug. Windows lets you double-click the icon to close any window; it is the same as clicking the X in the right corner. As this blog post explains, back in Windows 3.1, windows were closed by double-clicking the upper-left corner, so Windows allows this for people who were used to it.
In my case, I have never used Windows 3.1, but I sometimes close windows by double-clicking their icon. When the X button is hidden off the right side of the screen, I find it faster to double-click.