"In Windows XP, you can get Explorer to exit cleanly by getting to the shutdown dialog (e.g., Start / Turn Off Computer, or Start/Shutdown), then hold down the Ctrl+Alt+Shift keys and click the"Cancel" button."

http://blogs.msdn.com/aaron_margosis/archive/2007/07/17/how-to-cleanly-stop-explorer-exe-on-windows-vista.aspx

 

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