How do I run more than one Windows Explorer?
Solution 1:
I'm on Windows 7 but selecting My Documents also brings focus to the already opened one. I can open a new window with 
+ E.
Also, holding down Shift and clicking on the window in the taskbar brings up a new window.
Solution 2:
In Explorer, press Alt to get a menu bar. In the Tools>Folder Options dialog, there's an choice: "Open each folder in the same window" (your current setting) or "Open each folder in a new window" (your old setting)
Solution 3:
On Windows 7 and 8, if Explorer is pinned to the taskbar, a new window can be opened by clicking on it with the middle mouse button.
Solution 4:
If you mean how to open the same window multiple times, then you can simply press CTRL + N. Or, click on File -> New