Most of the people usually shut-down the Explorer.exe process from the task manager, but that’s an abrupt and immediate shut-down that can cause unpredictable behaviour some times.
If you want to shut-down explorer non forcefully follow these steps
For windows XP and classic menu in Vista
Click on the Start button -> shut down -> and then on the “Shutdown Windows” dialog box, hold down Ctrl+Alt+Shift and press the Cancel button.
For Vista Only
Click on the Start button -> hold down Ctrl+Shift -> right click on either an empty area on the menu or on the power buttons -> click the menu option “Exit Explorer”.
After it’s shut down, you can bring it up again by using either Ctrl+Alt+Delete and selecting to bring up the Task Manager and launch Explorer.exe manually, or by pressing Ctrl+Shift+Esc and doing the same.