Windows Explorer disappears

I am having serious problems with Windows Explorer
constantly disappearing as I do anything in it like
copying files from one part to the other. I now even get
a message saying do I want the active desktop to return.
It seems to have happened after I installed the Internet
Explorer update to Windows XP. I even reinstalled my hard
disk and everything on it. It worked alright until the
above installation. What can I do? is there a tweak? It
is getting on my nerves a lot.