Why do it that way? There are many other ways to get explorer to open. Right click on My computer, the "Windows" and E key, a shortcut on your desktop (which you can adjust to open at any folder or drive you want), a shortcut in the quick launch toolbar, typing explorer in the run box.
What you are doing essentially is "exploring" the start menu.
To set up a special shortcut look at MS Knowledge base article Q307856.
Jon
There is much pleasure to be gained from useless knowledge. (Bertrand Russell)