Although you didn't specify if this was a general question or if it was happening to you, the first steps would be to:
1). Check the Event Viewer.
2). Run the ShellExView utility to determine if any 3rd party software installed anything that is screwing with your system. It is found here: http://www.nirsoft.net/utils/shexview.html
If it happens when you open a folder, right click on a folder or file then it is probably a corrupted context menu item causing it.
ShellExView can help you remove items that could be corrupted or not needed.
As you install programs many will add context menu items without letting you know.
Too many context menu items will bloat up and cause Windows Explorer problems.