Click Start, Run and enter REGEDIT Go to:
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\Explore
r
Look in the right pane for a value called NoClose If it exists, it should
be set to 0. If not, double click NoClose and change it. If it doesn't
exist, right click in a blank area of the right pane and select New, DWord
value and name it NoClose. Leave it at 0. Also look in:
HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\Policies\Explor
er
for the same value name. If found there, right click and select Delete.