Phantom explorer.exe

[Phill Black]

For some reason, whenever I shut Windows down I get the
End Program dialogue box coming up to tell me that it's
forced the closure of explorer.exe which appears to be
running in the background. This occurs if I didn't even
use the program and it doesn't show up as an active
application in Task Manager either. Does anyone know why
this has begun to happen and how I can fix this annoying
problem?

Thanks.

phill