Hmm multiple instances of explorer not shutting down correctly
Could be some other app using explorer incorrectly and not releasing it...
Theres a few progs that may do so, such as FTP clients , dreamweaver, photo editors etc so tracking it down to a specific app may not be easy.
... or something to check that its not explorer itself.
From any explorer window
Tools >
General Tab >
Under the Browse Folder Section >
Check the "Open each folder in the same window".
There is a way of closing down explorer gracefully but I dont recall it off the top of my head.
Was this a one off or is it a regular occurrence?
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Added link.. to shut down explorer gracefully
http://www.simonsen.bz/blog/Lists/Posts/Post.aspx?ID=82