- Click on Windows Start button and click on the item you normally use to shut down Windows. (Menu item name depends on your configuration, so I don't know.)
- Press and hold the keys Ctrl+Alt+Shift on left side of your keyboard and additionally press with left mouse button on button Cancel.
To terminate explorer.exe is necessary if you want to edit some critical system files which are used by the process explorer.exe and therefore blocked for all kinds of manipulations.
If you want to run explorer again, press Ctrl+Shift+Esc. Windows Task manager will appear. There you may execute explorer.exe again through File/New Task (Run...) and typing explorer.exe.
I stumbled upon this procedure here. Thanks go to Mofi.