It's a change in the Windows registry:
HKEY_CLASSES_ROOT\Folder\shell\explore\command
change the value to (example):
%SystemRoot%\Explorer.exe /separate,/e,C:\Program Files
You can use "%HOMEPATH%\My Documents
" for your home path ("My documents").
Be careful when you change registry entries!
Here are some other options for explorer.exe:
Explorer.exe Command-Line Options for Windows XP
/n Opens a new single-pane window for the default
selection. This is usually the root of the drive that
Windows is installed on. If the window is already
open, a duplicate opens.
/e Opens Windows Explorer in its default view.
/root, <object> Opens a window view of the specified object.
/select, <object> Opens a window view with the specified folder, file,
or program selected.