Science: Why do some objects feel colder when in reality they are the same temperature?

I really am liking Veritasiums scientific Youtube videos.  You all ought to check out his educational Youtube page.  In this video he goes to a park and asks pedestrians why a hard drive and a book sitting at the same temperature have a different temperature feel to it.  The hard drive feels colder than the book.  He then takes an aluminum plate and a plastic plate to see which plate melts ice quicker.  Even though the aluminum plate feels colder, it melts the ice quicker.  This science experiment is very similar to ones that I do with my 7th grade science classes.

Subject:  Science (Physical)
Grade Levels:   6-12
Time:  4:00