When you double-click the My Computer icon in Windows XP, you see a list of all the drives on your hard disk. However, when you launch Windows Explorer, it displays the contents of My Documents in the right panel. If you like the way that the My Computer view displays all the disk drives when you first launch it, but prefer the Windows Explorer view follow this procedure.
Right-click on the desktop—>Select New—>Shortcut.
Type C:\Windows\Explorer.exe /n, /e, /select, C:\ in the text box, then click Next.
Type Explorer in the text box and click Finish.
When you open your shortcut you should see similar to the following screen
Using the /Select switch with C:\ as the object causes Windows Explorer open a My Computer view of your system.
Simply you can try Windows key + E
Right Click on My Computer select Explorer