How to correctly complete the process explorer.exe?

Ilya Birman tells how to properly complete the explorer.exe process:

It just so happened that explorer.exe sometimes crashes ... Few people know that it is possible to complete the process of explorer.exe correctly (and, thus, to save everything) without rebooting. To do this, click Start - Shut down, and then select Cancel, holding Ctrl, Alt and Shift.

After that, via Ctrl + Shift + Esc - File - New task explorer.exe is launched back, and he remembers everything.