Having selected "User Preferences" from the leftmost menu thingy, the Blender UI replaces the main menu with a bar with some buttons that offer to save settings or install from file. If you're lucky you discover that you can drag down this bar to reveal the actual User Preferences panel.
But then when you're done, how do you get the main back?
I of course went on a detour to discover how to get rid of unwanted panels that proliferate as you try to close panels, but even that "join area" method doesn't work in this case because the User Preferences panel spans the entire main window, and its lower border is shared with three wanted panels rather than just one neighbor.
Eventually I had to quit Blender completely just to be able to exit from Preferences, and restart with a menu. Surely this can't be the intended way?
Blender 2.69, Windows 64.