If that doesn't work, try trashing the Explorer preference file while Explorer is not running, then relaunch and see if that helps.
To extend on that, if none of that works, try creating a new user (just temporary), log in as that new user, and launch Explorer and see if it behaves as it should. If it does, then something in the other user account (a preference, a setting, etc.) might be to blame for the odd behavior.