If you are talking about Windows, maby Autoruns help you to identify the bad guy?
Yes - sorry, I should have said it was Windows (10).
I tried Autoruns - good suggestion, thanks. I'm not very good at system level stuff, but it looked to me like I had a shortcut pointing to a non-existent file:
But, I couldn't get rid of it by Autoruns. It would let me go through the motions, including elevating the prompt, but the entry stubbornly stayed where it was. However, I install most things with Total Uninstall
(TU). In the end, I used TU to uninstall it, then re-installed. Now things look OK, no File Explorer popping up so far.
Now I realise TU has an Autorun manager of its own - pity I dind't notice that before