I think TheShadow had the right answer ... the folder with all the sub-folders was 26.9Gb, 1271 folders and 22,033 files.
I've just opened a new folder and taken 50 folders at a time & worked on them - no Explorer crashing so far.
Maybe that was it.
Salmon ... I've got Malwarebytes, AVG 8.5, Spybot, CCleaner, Adaware and Zone Alarm. They've all come up clean.
It could be the thumbnail thing, too, because I'm sure the computer is thinking "oh come on - how many files?" and gives up.
I don't download any dodgy stuff, although the hijackers/virus makers are getting really clever & sneaky at the moment!
Thanks for your help.
One last question about CCleaner. Is it safe to just do a clean with the analyzed results (the ticked box ones) or should I know what I'm doing?