Microsoft has succeeded in confusing you.
Explorer and Internet Explorer are NOT the same thing!
Explorer IS your Windows session.
Further, Internet Explorer is woven into the Windows code. There are no files to remove to correct your problem.
Since you posted this in the W95/98 section, I assume that you are running Windows 95 or 98.
If so, the first thing to try is to re-install Windows over the top of itself.
Boot from a Windows startup floppy, or your Windows CD.
Run setup and install Windows.
Make sure that you install Windows directly over itself.
Use the C:\Windows folder as the target.
Once you have Windows up and running, I recommend that you back up your files and start over again fresh.
Start by downloading and running Belarc Advisor
www.belarc.com
Click on free download.
Print out the web page that is created and you will have a list of software and hardware on your system.
Download the latest drivers for your hardware, and burn them onto a CD.
After backing up your files, and creating your system profile, boot from a startup floppy and format your hard drive.
format C: /u
After the format is complete, insert your Windows CD and run setup.
Short of a format and re-installation of Windows, you can get some relief from system repair utilities.
Start with either AdAware or SpyBot
www.lavasoft.de
http://www.safer-networking.org/index.php?page=spybotsd
Remove any spaces from the pasted links.
Then, you need a registry cleaner utility such as System Suite from www.v-com.com
Or Norton Win Doctor.
Then, for Windows 98, follow up with System File Checker.
Chas