This should help you all, straight from Microsoft.
Commands Unavailable on Start Button Context Menu
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The information in this article applies to:
Microsoft Windows 98
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SYMPTOMS
When you right-click the Start button, the Open and Explore commands may be unavailable.
CAUSE
This behavior can occur if you use the TweakUI tool to hide one or more drives.
RESOLUTION
To resolve this behavior, unhide any hidden drives. To do so, follow these steps:
Click Start, point to Settings, and then click Control Panel.
Double-click TweakUI.
Click the My Computer tab, and then click any cleared check boxes to select them.
Click Apply, and then click Close.
Restart your computer.