Until now, the main difference between the way that you use Dropbox and Microsoft; SkyDrive is that the latter is only available via a web site. There's no officially supported way to mount your SkyDrive as a virtual drive in Windows 7, to which you can copy and save files.
As of today, that's changed. Microsoft has finally released a Windows app that integrates your SkyDrive into the operating system. So now you have a drive which you can use just like any other, but which is held in the cloud and automatically synced to your other computers too. Safe, secure, and reliable. Well, as much as any cloud-based service can be.
You can get the SkyDrive Windows app from https://apps.live.com/skydrive. You'll need to sign up for a Windows Live ID if you don't already have one. And be aware that Microsoft has cut the storage allowance for new accounts, so you only get 7 gig for free instead of 25. But it's still more than the 2 GB which you get for free with Dropbox.