You need to tell us more about your system and use some other malware scanning tools (besides MSE), make sure the system is reasonably clean, then start troubleshooting remaining issues.
No single scanning tool can fix and detect everything and MSE is just "okay" (IMO). You should be using more than one program to keep your system running smoothly. Remember that Microsoft is not in the malicious software prevention, detection and removal
business - that is not their job.
If you are compelled to use MSE (since it come from Microsoft), you need to supplement MSE with some other products from companies where malicious software prevention, detection and removal is their only job and that is all they do... and I read you ran
MBAM already.
If your explorer.exe is afflicted or even suspicious, you can just replace it (this is not difficult).
What do you mean "I downloaded their Shell to fix it"? Who has a shell you downloaded (where and what is this Shell you downloaded).
It does not make sense to try to troubleshoot problems on a system that one knows nothing about and might also be afflicted with malicious software.
Please provide additional information about your system:
What is your system make and model?
What is your XP Version and Service Pack?
Describe your current antivirus and anti malware situation: McAfee, Symantec, Norton, Spybot, AVG, Avira!, MSE, Panda, Trend Micro, CA, Defender, ZoneAlarm, PC Tools, Comodo, etc.
Does the afflicted system have a working CD/DVD drive?
Do you have a genuine bootable XP installation CD (this is not the same as any Recovery CDs that came with your system)?
Click Start, Run and in the box enter:
msinfo32
Click OK, and when the System Summary info appears, click Edit, Select All, Copy and then paste the information back here.
There will be some personal information (like System Name and User Name), and whatever appears to be private information to you, just delete it from the pasted information.
This will minimize back and forth Q&A and eliminate guesswork.
Perform some scans for malicious software, then fix any remaining issues:
Download, install, update and do a full scan with these free malware detection programs:
Malwarebytes (MBAM): http://malwarebytes.org/
SUPERAntiSpyware: (SAS): http://www.superantispyware.com/
They can be uninstalled later if desired.
When the scans run clean, then troubleshoot any remaining issues.
Do, or do not. There is no try.
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