DEP problem

Win XP Pro system.
In normal mode, whenever user opens and closes windows explorer (explorer.exe process), DEP reports warning: DEP had to close ... due to security issue...
Has anyone seen this, and have successfully "fix" the problem?
All I can do for now is to exclude "windows explorer" from DEP list... But I'd like to know a more permanent and correct path for this issue.
Please give me some suggestions.

 

If you go to tools->internet optons in Internet Explorer, go to advanced, uncheck "enable 3rd party browser extensons", and reboot, does the problem go away?