After two days and about five hours struggling with this, here are the key things I found, not in the User Guides.
After the Quick Start process (which is fine) you may get Error: 623: "The system could not find the phone book entry for this connection." when browsing the web. To correct this go to Start, Control Panel, Internet Options, click the Connections tab and select "Never dial a connection". Click OK.
To setting up USB storage you must have firmware 3.3.2 The specific download ID (e.g. AnnexA is used for modem code 211801) is at the top of the page you get by signing on to Vigor (http://192.168.1.1) as admin, password admin. Thanks to Voodle for posting the Firmware upgrade link:
http://draytek.com/user/SupportDownloadsDetail.php?action=Load&MID=10&ID=339
and the USB set-up PDF:
http://www.forum.draytek.co.uk/viewtopic.php?t=13768
This document is generally good, but caught me out on some points:
1. In USB Disk Status the words Disk Connected will probably be black, not green as stated.
2. In USB User Management enter the User Name and Password you want to use for the USB connection - not your ISP. To get access to the complete drive just put / To use the disk as a normal local drive check all the Access Rules.
3. I couldn't get the check on the FTP service to work, but that didn't seem to matter.
4. You may need to add a new network place by specifying ftp://192.168.1.1 I'm not sure about this as I did it when I was trying to get Samba working. Incidentally if you don't have Network Places in your Start menu: Right click "Start", then Properties, Customize, Advanced tab then scroll down to My Network Places and check it. OK, OK.
5. To access the Samba service, you may not have an address bar in your Explorer windows. In any Explorer window (e.g. My Computer) click View, Toolbars, Address Bar.
6. If you get an access error when you enter \\192.168.1.1 in an explorer address bar it is likely to be your Firewall. This stumped me for hours until i found a similar problem with another make of router.
Your Firewall must allow access. In Zone Alarm, open the main window, click Firewall and select Zones on the left. Then choose Add, Subnet and set Zone: Trusted, IP address: 192.168.1.1, Subnet: 255 255 255 0, Description: anything you like- e.g. Draytek USB. OK then close the Zone Alarm window. The Explorer \\192.168.1.1 should now work. If it doesn't shut down Zone Alarm, accept the update if it asks then start it immedaitely from Start, Programs.
7. Finally click your user name, enter the User ID and password entered for the USB connection and you should see your USB drive like any other.
8. Once it works you can create a shortcut to your User ID on your desktop by right-click-dragging from the explorer window in (6)
Finally, thanks again to Voodle for getting me on the right path to this lot.
