there are 2 ways you can stop this:
1.
a) go to start, run, type "msconfig" (without quotes)
go to Startup
b) un-check any programs you don't want starting up when Windows loads
- if there is one called explorer, uncheck it; even though explorer is the program that basically runs your computer, it should automatically open when you start up even if it is not in the list there. if it is in the list, explorer opens twice instead. if you open another instance of explorer, it opens up a window which you can browse to folders. this is likely what is happening in your case
2.
a) go to start, run, type "regedit" (without quotes) then enter
b) go to the following folders:
HKey_Local_machine\Software\Microsoft\Windows\Currentversion\Run
HKey_Current_user\Software\Microsoft\Windows\CurrentVersion\Run
c) delete keys with the names of programs you don't want starting up when Windows loads
the last point in #1