When I double click the explorer icon, it gives me an error message (Appname: iexplore.exe Appver: 6.02800.1106)

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Answer:

When I double click the explorer icon, it gives me an error message that states, "Internet Explorer has encountered a problem and needs to close. We are sorry for the inconvenience." "If you were in the middle of something, the information you were working on might be lost.
Error Signature: AppName: iexplore.exe
AppVer: 6.02800.1106
ModName: winshow.dll
ModVer:1.0.0.1 Offset: 00009901

-or-

Error Signature: AppName: iexplore.exe
ModVer: 5.1.2600.1217
Appver: 6.02800.1106
Offset: 0003381b
Modname: ntdll.dll

It is possible that a third party spyware may have been possibly installed on your machine. try some spyware cleaning utilities such as Adaware or Spybot S & D for a possible fix.

Also you can try:
Winshow.dll Spyware:
http://www.pestpatrol.com/PestInfo/w/winshow.asp

Listed below are some MSKB articles pertaining to:

Iexplore.exe has encountered a problem and needs to close. We are sorry for the inconvenience.
http://support.microsoft.com/?kbid=293623
http://support.microsoft.com/?kbid=316085 (IE 6. XP/ME/2000)
http://support.microsoft.com/?kbid=318153 (IE 6. ME)
http://support.microsoft.com/?kbid=321923 (IE 6, W98/se/NT4/2000/ME/XP)
http://support.microsoft.com/?kbid=813181 (IE 6. XP)
http://support.microsoft.com/?kbid=810887 (MSHTML)