Interesting that windows explorer is hidden in the accesories menu list. Still I use the more easier way to right click on the start button and choose explore. The next thing is to go to the accesories list, drag and drop the windows explorer to thetask bar, to the left, near to your outlook express button. An I beam pointer will appear where you can drop the shortcut. Just remember to hold your ctrl key on the keybord to create a shortcut, otherwise it could remove the menu item from the menulist.
Now you have got a permanent explorer button on your taskbar.