Rather to change the default shell of the entire machine, you can also assign to one of the user to run another shell than explorer.
Create key into the registry that belongs to your user; To make sure that you change the right user, logon once with your user credential and open regedit.exe (you might need to change the rights to allow registry access or runas..)
Add a new key called Shell
For example, if you want to run XBMC as shell, below the key:
“Shell”=”C:\\Program Files (x86)\\XBMC\\XBMC.exe”