To do this, navigate to Windows Explorer in the Start Menu (it's in the Accessories folder). Then edit the properties and change the target to read:
%SystemRoot%\explorer.exe /root,::{20D04FE0-3AEA-1069-A2D8-08002B30309D}
If you want the change to affect the icon on the taskbar, you'll need to unpin and repin it to the taskbar so that the new shortcut takes affect. It's worth noting that Win+E will continue to display the documents library as the default view: I've not found a way to change this from the shell at this time.
http://www.maximumpc.com/article/features/20_windows_7_tweaks_tips_%E2%80%93_every_secret_uncovered_date?page=0%2C2
