The biggest pain that I've had with Win8 is there isn't many options for right-clicking the icons in the Start Menu. With icons that large, I figured there'd be a lot more that I could do. I pinned the Computer icon with the hope that I could right-click and go to Computer Management like I can with it on the desktop, but it only allows me to remove the icon.
I'd also love to be able to close the metro applications that I open. I've only found the option to close them by using the slider on the left side, right-clicking the app, and then telling it to close.
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