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This problem is fairly common in Windows NT 4.0, 2000, and XP. It's caused by an erroneous entry in one of the Registry keys that control programs launched at start-up. The two keys in question are HKEY_CURRENT_USER\Software\Microsoft\ Windows\CurrentVersion\Run and HKEY_LOCAL_MACHINE\Software\Microsoft\ Windows\CurrentVersion\Run.
Each named value within these two keys represents a program launched at start-up; each value's data holds the command to be executed. If the command is blank or contains just a character in double quotation marks, this missing data can cause Windows Explorer to display the System32 folder at start-up.
To fix the problem launch REGEDIT from the Start menu's Run dialog and navigate to one of the keys mentioned above. Select Export from the Registry menu and export the key to a REG file, so you can undo any deletions if necessary. Look carefully at each value in the right-hand pane. If the value's data is blank, contains only single quotation marks, or otherwise appears to be corrupted, delete the value. Repeat the process for the other key, then restart your system to verify that the problem Explorer window does not appear at start-up.