Hi, Jim.
As JohnR said, if you have only your .QDF file on that thumb drive, then you are in trouble! :>(
What Quicken calls "a file" is actually a set of related files. Here in this newsgroup we often refer to it as "fileset", but Intuit persists in calling "a file" as though there is only one. In addition to the .QDF file, you should have a few others; the number and names of the other files will vary from one Quicken version to the next and depending on how YOU use Quicken. There is no difference between the WinXP and Vista filesets. My fileset might not be the same as yours, and your 2007 fileset might not be the same as your 2006 fileset. If you didn't rename them from the default, then they will have names like QDATA.QDF, QDATA, QEL, QDATA.IDX, etc.
When we let Quicken handle file operations (backup, copy, etc.), the program automatically handles the entire set. But when we are outside the Quicken program and use other tools (such as Windows Explorer) to copy or move files, we must remember to include all the files in the set. It appears that you might not have done that. You may have used Windows' Copy command to copy ONLY the QDF file to your thumb drive.
I HOPE you still have access to the rest of the files in your fileset. If so, simply copy all of them to your thumb drive and move them to your new computer, alongside your QDF file. That should solve your problem.
If that doesn't do it, please post back. And DON'T lose track of those other files before you get this solved. There are other ways to recover, since you still have your QDF file, but they will not be as quick or as easy - or as completely successful - as relocating the missing parts of your fileSET.
Post back if you have questions.
RC