^^ Its really a goof-up buddy. Actually in XP we arnt allowed to hv explorer pane in My computer. Even if we enabled it using "Folders" button, next time it'll be automatically removed. Explorer pane was only for Windows Explorer.
But in Vista they hv made it to work in both My Computer as well as Windows Explorer and thats why it works same for both.
But it should remain in Windows Explorer after clicking on folders.
You can enter in the "Vista Goof-ups thread".

u r most welcome...