Windows default setting for opening Windows Explorer is "My Documents". If you would like to customize Windows Explorer and make it open your root directory by default, here's how:

1. Go to Start>> All Programs>> Accessories>> Windows Explorer
2. Right click the Windows Explorer icon
3. Click the Shortcut tab
4. Replace the text in the "Target" box with:

%systemroot%\explorer.exe /e,/root,

5. Apply the change and then click OK

Windows will now open Windows Explorer at your root directory by default.

Bonus Tip:

You can customize Windows Explorer to open with any folder you would like. For instance, let's say I would like Windows Explorer to open with "My Pictures" because I am working with that folder most often. Simple, just follow the above instructions and replace the "Target" box text with:

%systemroot%\explorer.exe /e,C:\Documents and Settings\Owner\My Documents\My Pictures
Apply the change, then click OK.

Windows Explorer will now open with your My Pictures folder by default.

Note: Where "C:\Documents and Settings\Owner\My Documents\My Pictures" is my actual path for my "My Pictures" folder, yours may be different. To find out your actual path for My Pictures, simply right click the My Pictures folder and select Properties. Look at the "Location:" field for the exact location.