Are you saying that when you double-click on C:\Windows\Explorer.exe the My Documents window opens. There should be only two explorer files in C:\Windows. Explorer itself and the command file, which has the familiar yellow folder icon.
Try a Ctr-Alt-Del and click on Processes. Explorer should be running.
Thank you ventanas. It is running in Processes and using 22,876k memory. Is this right.? At least I know it is on my machine. It would be nice to be able to access it though. It is odd. I cannot remember ever using it but someone told me how to single click items by going to Explorer and clicking on view. This is when I could not find it.