You're incorrect. Explorer is Windows Explorer, not Internet Explorer. Try this:
System.Diagnostics.Process.Start("explorer");
then this:
System.Diagnostics.Process.Start("iexplore.exe", "http://www.codeproject.com");
and this:
System.Diagnostics.Process.Start("winword.exe", "http://www.codeproject.com");
So, just because you got to the intended web site doesn't mean you used the right application.