When I shut down my PC, everytime, a window appears - End Program - Explorer.EXE. Why ?

Somehow the explorer.exe process is not shutting down quickly enough for your session timeout setting. This is generally not an issue of much concern, but you may be able to find out how to fix it here:

http://support.microsoft.com/kb/146092

Good luck.

*IRT prakhar pandy

The explorer.exe process has nothing to do with internet explorer. It is the process that handles the Windows GUI including the desktop icons and start menu.

Are u sure u have all ur programs closed when u shut off the computer? Maybe that is what the end program is all about. Good luck.

Because you don't disconnect internet properly.