Finally, if you want to restart an instance of Windows Explorer, you should use the official way to shut down Explorer, rather than killing it from Task Manager! To shut down officially, hit Start->Shutdown (or Turn Off Computer on Windows XP), then while holding the control shift and alt keys, click cancel on the shutdown dialog. To start a new instance of Windows Explorer, bring up Task Manager by holding the control and shift keys, then hit escape. In Task Manager, choose File->New Task and enter "Explorer.exe". This will have restarted Windows Explorer properly.[CSharpener's Blog]
Just when you think you know a lot of cool windows tricks you find more. I never knew this, I would always kill explorer through the task manager or simple restart my computer.