What happens if you run windows in a safe mode (press F5 when booting). Does it show in safe mode? If not then go to... start => run... => type "mscomfig" and press enter. Try to do a diagnostic startup. This will disable all externally loaded programs so if it was a virus it should not work in diagnostic mode. See if you can locate explorer then.

One more thing! If you can't locate explorer in your task bar it is possibly hidden or the program is not running. To see if explorer IS running but is not shown in task bar go to your windows folder, locate a file named explorer.exe and try to rename it!

- If you succeed in renaming it then it is NOT running and something may be wrong with your windows. You may want to rename it back to explorer.exe.

-If it says the file is being used by another program/windows then the program is running but it is not shown in the task manager.

I do not have a clue how windows ME task manager looks like but try getting some external task monitoring tool/spy/process explorer or several.