You can't use root explorer until you root your phone because its an app for rooted phones only.
1. Get the Universal ANDroot app v1.6.2 beta 5: http://forum.xda-developers.com/showthread.php?t=747598
2. Go to the android market and download Astro file manager (free version).
3. Copy and paste the Universal ANDroot apk to the root directory of your sd card (not inside other folders) via your usb cable.
4. In Astro manager, browse for the ANDroot apk and choose 'install.' If 'unknown sources' and USB debugging are unchecked then Astro will prompt you to enable them.
You can do it manually by going to /settings/applications/unknown sources and then to /settings/applications/development/USB debugging.
5. Once the installation begins, choose 'hard root' which is for the long term. Soft root temporarily roots your phone meaning that your phone will become unrooted after a reboot.
6. After rooting successfully, you will be given 'superuser' privileges. Apps that are for rooted phones will ask for permission to install and function.
7. Once your done rooting, deselect 'unknown sources' in settings. You don't need that feature enabled anymore for security precautions. Unknown sources allows the installation of non-market apps. First know what you download.
Finished! You can unroot your phone by using the ANDroot app and to unroot.