A lot of times when someone encounters this behavior, it can be due to explorer add-ons or shell extensions. Consider using Sysinternals Autoruns or ShellExView. Disable non-Microsoft shell extensions and add-ons, and check the behavior. If it is gone, re-enable the disabled extensions/add-ons, one at a time, and see if you can identify which may be responsible.
Try a clean boot, or boot into safe mode. Does the behavior persist?
Another option may be to consider creating the following registry key hierarchy in the registry:
HKLM\Software\Microsoft\Windows\Windows Error Reporting\LocalDumps\explorer.exe\
In the explorer.exe key, create a REG_EXPAND_SZ value named DumpFolder and set the data for the value to%systemdrive%\localdumps. Ensure the %systemdrive%\localdumps folder exists, and then cause the crash to happen. There should be a dump file in %systemdrive%\localdumps. Upload the dump file to your SkyDrive and provide a link.
(%systemdrive% is an environment variable representing the system drive, usually C:.)
