Ah, you mean a GUI file explorer? The two major GUI environments today are Gnome and KDE, and I think both of them have some form of session management.
You'll want to choose one of the user-friendlier distributions, they have GUIs to support service management. Ubuntu would probably be a good choice, I think.
When I was dual-booting Linux and Windows, I just went ahead and used old-fashioned FAT partitions to share data between the two OSs. They may be less efficient than NTFS, but they still work just fine.