Check in Explorer, Tools, Folder Options, View that "Restore Previous Folder Windows On Login" is unchecked.
Also, after every login your profile is being loaded into the registry and a certain number of programs are started from the HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Run tree. When Windows is unable to load a particular program, say, the path of the program doesn't exist anymore, it sometimes opens up the C:\Program Files folder by default.
To solve it, Start, Run, regedit and navigate to the above tree and check if every value is known to you. Then do the same for HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Run.