Can you click other things on the start bar?
If not explorer.exe has likely crashed or something is causing it to hang (Think like when you put a CD in the drive and explorer waits till the device is ready)
can u rite click , then properties > start menu tab > and click customize then select default settings and ok.
When it happens you should kill the explorer.exe process (ctrl-alt-del>start task manager> processes tab) then click start new process and type 'explorer.exe' this would fix the issue. Does it crash frequently?