I wanted to put an image of this error. As said I can trace this one since I tried this program and it can easily be reproduced within a few secs just launching and closing a full-screen application. I can do a video on it if you want a full demo. It is worth mentioning that there is a workaround which was posted in another thread some time ago, that involves making a .bat file containing:
@echo off
taskkill /f /im explorer.exe
start explorer.exe
And executing it after shutting a full-screen application.
But I really hope this can be fixed within the software and not resorting to this kind of maneuvers.