Check this KB first -
The Windows Explorer Shell (explorer.exe) fails to load at logon when Symantec Endpoint Protection (SEP) is installed
http://www.symantec.com/business/support/index?page=content&id=TECH104616&actp=search&viewlocale=en_US&searchid=1307463556046
What AV product was installed before SEP12 SBE? Did you make sure the systems were clear of infections before installing the client?
If the KB article above fails to resolve the issue,
you might try running the SEP support tool and see if anything out of the ordinary comes up.
http://www.symantec.com/business/support/index?page=content&id=TECH105414&locale=en_US
Make sure to run the Load Point tool - http://www.symantec.com/business/support/index?page=content&id=TECH96291&locale=en_US