if you didn't install Kies, try this:
1) plug your note to pc, let it search and install the device just like every time you plug in new usb drive. unplug it.
2) now at your phone, go to settings>wireless & network>USB utilities>press connect storage to pc, after that plug in Note to pc via USB
3) the autorun will pop up the "removable drive" and you can copy delete stuff from there like normal usb drive
i tested it using Win XP SP3 and Windows 7 64 on the first day i turn on my Note.