This works for me. It clicks the start icon, then shift+control clicks and clicks Exit Explorer, then restarts explorer. All my windows remain open.
I'm running 64 bit windows 7 professional.
WinWait, Start,
IfWinNotActive, Start, , WinActivate, Start,
WinWaitActive, Start,
MouseClick, left, 23, 36
Sleep, 100
WinWait, Start menu,
IfWinNotActive, Start menu, , WinActivate, Start menu,
WinWaitActive, Start menu,
Send, {CTRLDOWN}{SHIFTDOWN}
MouseClick, right, 384, 428
Sleep, 100
Send, {CTRLUP}{SHIFTUP}
MouseClick, left, 422, 412
Sleep, 1000
run, explorer.exe