I am not completely sure what you mean by "twice shutdown" but try some of these if nothing else seems to help in case it is a problem caused by malware or other third party programs.
Removing adware & spyware
faq608-4650
Microsoft (GIANT Antispyware) Beta available
Thread779-979113
Try the free version of "Ewido"
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Some general things to try.
See if System Restore will get you back to a restore point before your problem with Explorer.
Try Safe Mode (Do you have this problem in Safe Mode?).
Try running ChkDsk to check your drive for errors. Right click your Drive icon/ Properties/ Tools/ Error Checking.
Run the System File Checker program from the Run Box by typing.....Sfc /Scannow in it and have your XP CD handy.
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If they don't work you could try repairing windows by running it over itself. You will lose all your windows updates but your files will be untouched.
How to Perform an In-Place Upgrade (Reinstallation) of Windows XP (Q315341)