You've already got instructions for turning off DEP but I thought I'd add
something different.
Windows Explorer doesn't keep "closing itself". Something installed on
your system isn't working properly and is causing these DEP errors,
probably a multimedia player / tool installed a while ago. Rather than
turn off a useful feature you might try looking for the problem (start by
updating any movie player software you have) to see if you can fix the
fault "properly".
It's a pain in the butt to look at it this way I know. I won't deny my
answer will take much longer than turning off DEP, but you might be better
off in the long run. Much the same as dealing with an oil leak warning
light on your car by finding and fixing the leak instead of just covering
up the dashboard with duck tape until you can't see the light gleaming any
longer...
--
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Rob Moir, Microsoft MVP for Security
Blog Site -
http://www.robertmoir.com
Virtual PC 2004 FAQ -
http://www.robertmoir.co.uk/win/VirtualPC2004FAQ.html
I'm always surprised at "professionals" who STILL have to be asked:
"Have you checked (event viewer / syslog)".