I had this happen to me as well a while back.

check to see if you have a file called explorer.exe in your /windows/system32 dir if you do rename it to explorer.bak and reboot to see if it fixed the problem.(you should also have a explorer.exe in your windows dir)

When this happened to me somehow I had an extra explorer.exe in the system32 dir which was really a irc client setup to connect to a server and share all of my files. I just deleted the explorer.exe in the system32 folder and everything has worked fine since