Just to further clarify...... your default 'shell' in Windows is Explorer.exe. LiteSTEP, Aston, etc. are 'shell' replacements. I found this definition doing a google search.

Shell is a UNIX term for the interactive user interface with an operating system. The shell is the layer of programming that understands and executes the commands a user enters. In some systems, the shell is called a command interpreter. A shell usually implies an interface with a command syntax (think of the DOS operating system and its "C:>" prompts and user commands such as "dir" and "edit"). As the outer layer of an operating system, a shell can be contrasted with the kernel, the operating system's inmost layer or core of services. A shell is an entity that takes input from the user and deals with the computer rather than have the user deal directly with the computer. If the user had to deal directly with the computer he would not get much done as the computer only understands strings of 1's and 0's. A good way to view a shell is as follows. When a person drives a car, that person doesn't have to actually adjust every detail that goes along with making the engine run, or the electronic system controlling all of the engine timing and so on. All the user (or driver) needs to know is that D means drive and that pressing accelerator pedal will make the car go faster or slower. The dashboard would also be considered part of the the shell since pertinent information relating to the user's involvement in operating the car is displayed there. In fact any part of the car that the user has control of during operation of the car would be considered part of the shell. It is a program that allows the user to use the computer without him having to deal directly with it. It is in a sense a protective shell that prevents the user and computer from coming into contact with one another.

Now I understand the term shell even better than I did before you asked, so thanx for asking!