but now I look like an idiot because I cannot find my professional SP2 CD, lol so I always have to pick this OS instead of continuing with the setup upon turning on my computer. Is there any other way I can fix explorer.exe?
That's quite ugly

If you're talking about an OS-CD I have no idea what to do besides there are any fellows running the same OS who could lend you their copy for repair. That should work.
If it's only the SP that bothers you, you'll get it directly from MS or probably any Computer-related website for free.