Edit the Properties of the Start Menu shortcut you use to access Explorer by Right-Clicking on it.
Make the Target look like this (for XP) %SystemRoot%\explorer.exe /n, /e, /select, %HOMEDRIVE%
You can replace %HOMEDRIVE% with a directory you want to use by default if you want, eg C:/blah
Look up Legends - free FPS game for Windows and Linux made by a bunch of dudes for fun.