If you are using XP you can check if explorer.exe is set as the shell in the registry.
This requires you to change the registry which is a core component of Windows so if you are not confident ask someone to do it for you.
Go to start -> Run and type Regedit
Then using the navigation on the left hand side navigate to:
HKEY_LOCAL_MACHINE\ SOFTWARE\ Microsoft\ Windows NT\ CurrentVersion\ Winlogon
You should now see an entry saying "Shell" and beside that it should say "explorer.exe"
If shell does not say explorer.exe double click shell and enter explorer.exe in the text box.
I have also uploaded a file that will do this for you, Download it, extract the zip and double click "explorer.reg" to add it to the registry (Restart computer to make it take effect)
File attached below
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