Hi,
There is no special option to run explorer when you exit from Atomic.
I don't see really the interrest to do what you want? For me, the interrest of using AtomicFE as shell is : you want hide totally windows and dedicated your PC to arcade. So when you use AtomicFE as shell, you should use the "shutdown on exit" option too.
Now, if you need the explorer for some maintenance , you can press F11 key while in Atomic to run explorer and Regedit.
But in the case you really want run explorer on Atomic Exit. You can do that way :
To run Atomic as shell , you need a batch file. as explained in that thread on the Atomic support forums:
http://spaceinvaders.7.forumer.com/viewtopic.php?t=223&highlight=shellTo do what you want then just add at the end of the BAT file :
explorer.exe
So when Atomic will exit , it will run explorer.exe . (assuming you did not check the "shutdown on exit" option.
I hope it helps.