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Sophos Anti-Virus for Windows 2000+: Data Execution Prevention message displayed when closing Windows Explorer

Issue
When you close the last of a series of Explorer windows, Microsoft Windows displays a message:

Data Execution Prevention - Microsoft Windows
To help protect your computer, Windows has closed this program.
Name: Windows Explorer

You may also see errors in the Application event log, for example:

Event Type: Error
Event Source: Application Error
Event Category: (100)
Event ID: 1000
Description: Faulting application explorer.exe, version 6.0.2900.2180, faulting module unknown, version 0.0.0.0, fault address 0x5a022e08.
and....

Event Type: Information
Event Source: Winlogon
Event Category: None
Event ID: 1002
Description: The shell stopped unexpectedly and Explorer.exe was restarted. For more information, see Help and Support Center at http://go.microsoft.com/fwlink/events.asp.

Technical information
When the last open Explorer window is closed and BHOs (Browser Helper Objects) are unloaded, the above errors may be seen due to a timing issue at the end of the unload sequence. These errors can be safely ignored.

Sophos product and version
Sophos Anti-Virus for Windows 2000+ , version 7.6.0

Operating system
Windows XP
Windows 2003

What to do

Perform one of the following workarounds:

[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\Browser Helper Objects\{39EA7695-B3F2-4C44-A4BC-297ADA8FD235}]
"NoExplorer"=dword:00000001

NOTE. Internet Explorer will still load the Sophos Web Content Scanner BHO and scan content. However, if Windows Explorer is used to view a webpage content will not be scanned by the Sophos Web Content Scanner BHO, but will still be scanned by the on-access scanner. 

A fix for this issue will be released with Sophos Anti-Virus, version 7.6.1. You will need to remove this registry key when this fix is released, in order to re-enable the functionality. 

If you need more information or guidance, then please contact technical support.

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