Did you set the shell in the HKLM or HKCU branch? If explorer.exe is still set as the shell in the HKLM branch, then this will continue to happen. If you need a shell per user, then use a shell manager. But your best bet is to always set your shell (or shell manager) in the HKLM branch, and do not set any shells in the HKCU. Should be good to go then.