In Tools menu | Folder Options, on the File Types tab, select "Folder" and click Advanced. In there is a list of "Actions". If "explore" is in the list, select it instead of "search" and click the Set Default button. If it is not in the list, click the New... button. Type "explore" into the Action field then Browse... to Window/explorer.exe and click OK. Now select "explore" and click the Set Default button.
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