This was asked previously in Operating Systems, but I'll just cut and paste my answer:
Wherever you have a shortcut to Windows Explorer, right-click on it and pick properties.
A box should pop up titled Windows Explorer Properties
There are two Tabs at the top, General and Shortcut, it should open on shortcut.
What you want to do is modify the target line with the below options.
If you want it to start on a particular drive:
C:\WINDOWS\EXPLORER.EXE /n,/e,C:\ or D:\ E:\ etc.
If you want it to start on My Computer.
C:\WINDOWS\EXPLORER.EXE /n,/e,