Just managed to get myself out of a SolidWorks crash, so thought to share.
SolidWorks 2006 SP5 appeared to lock up on saving a large assembly, so I opened the "Task Manager" intending to kill the process. On checking to see which process was using the most CPU time I found Explorer to be the culprit (not Internet Explorer). killing the Explorer process solved the problem, the assembly could be saved. It was also easy to start a new Explorer process via the "New Task" button in the Applications Tab of the Task Manager.
After doing all the above I would suggest rebooting the PC and hopefully cure whatever caused Explorer to hang in the first place.
John Layne