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Which version of SQL Server do you have installed on your machine? Is it the Compact Edition that comes with some Windows Live applications, or is it the full version?
This talks about installing it again.
Windows Live Photo Gallery
SQL Forum would be the place to go for any full version problems.
http://social.technet.microsoft.com/Forums/en-US/sqlsetupandupgrade/threads/
Do you have this problem when you log in via Safe Mode?
Vista Advanced Boot Options (or 7)
http://techblissonline.com/vista-advanced-boot-options/
If not try these.
How to troubleshoot a problem by performing a clean boot in Windows Vista or in Windows 7
http://support.microsoft.com/default.aspx/kb/929135
If you create another user does he run foul of SQL at login?
See if System Restore will get you back to a restore point before your problem with Explorer, OR try the System File Checker.
How to repair the operating system and how to restore the operating system configuration to an earlier point in time in Windows Vista
http://support.microsoft.com/kb/936212/#appliesto
Try running ChkDsk to check your drive for errors. Right-click your Drive icon/ Properties/ Tools/ Error Checking. Try it first by not checking either box (this will run it in a Read-only mode) to see if it flags any hard drive or file problems. If it does, restart it by ticking both boxes, and rerun it to allow it to attempt to fix any found problems.