Yeah, in the future you probably should not listen to whoever told you to delete explorer.exe. They were either being a jerk or had no idea what they were talking about. That (CTRL+SHIFT+ESC) is the shortcut to the task manager, and explorer.exe is Windows Explorer, which is not something that you want to delete.
Just to be clear, did you DELETE it or did you CLOSE it? Also, which version of Windows are you using?
If you closed it and it's Windows 7, open the task manager again (CTRL+SHIFT+ESC), then:
1. Open the file menu by click on "file" in the top left of the pop-up window.
2. Select "new task (run....)."
3. Type "explorer" (without the quotes) in the resulting dialog box.
That should restart it if you just closed it. Try that and see it if works. If you deleted it, we have to do a little more work.