Try the fix at Kelly's Korner
. Set Folder Default to Open & Use Same Window - Explore
- #215 on the right.
Right click on it and save the .reg file to your desktop. Then, double click on the file icon (on your desktop) to merge it into your registry. You may need to reboot your computer for the changes to take affect.
With any fix like this you should create a new restore point and backup the registry
first. For backing up the registry I like to use ERUNT