We had a client expierencing similar issue as yours with the explorer.exe file - it happened when the client clicking on an 'Fake AntiVirus' scan result with the fake warning pop-up advert. When clicked on, the malware would download & install on your PC, injecting itself into Explorer.exe which runs an background P2P - which could be used for many purpose by 3rd party attacker. (i.e. C&C for DoS attacks)
Because we don't know what else are infected, we ended up with a fresh install of Windows 7 to play it safe and to protect their data.