Thats because you are telling windows to 'Explore' the start menu. Thats what happens when you RMB click any folder (try it).
There is nothing you can do to stop it starting that folder if launching Windows Explorer in this way.
An easier way is to use the 'Windows Key'+E to start Explorer.
There is nothing you can do to stop it starting that folder if launching Windows Explorer in this way.
An easier way is to use the 'Windows Key'+E to start Explorer.