I have recently been having problems with explorer.exe running into problems and shutting down, this includes my desktop (by default). Most of the time, it's fine but there are other times where I really don't want desktop to close while explorer decides to blow up. I didn't realize you can actually seperate the two process so that if explorer crashes, your desktop won't.
For those of you who have System Mechanic, you can go into Optimize --> System Customizer and change the value there. For those of you who don't, I researched the key that System Mechanic changes and I attached a screen shot (see below).
If you change the value of Desktop Process from 0 to 1, it will run seperately from explorer.exe. Since I have done this, I haven't had any explorer crashes. I'm not really sure what it is that's causing this but, I've been experiencing it on more and more computers. In any event, I hope this helps someone out. (btw, I have Windows XP Sp2)