Is the Check Engine Light on? Even if the Check Engine light is not on valuable information may be stored in the computer in your car that may hold useful information in diagnosing the problem with your Explorer. A scantool is needed to interrogate the information stored. Does the engine idle relatively smooth if you keep your foot slightly pressed on the accelerator pedal?
There is an idle speed control device that may not be functioning correctly, you may have a vacuum leak,
I had the idle control module changed shortly after purchase and has been fine since (5 YEARS AGO). I recently changed the hose that is above the intake because it had a whole. The hose is plastic pvc with rubber on the ends and the whole occured because the radiator hose rested on it.
We have been having this issue also with our 2003 sport trac. it starts..putters and dies. we had diagnostic done on it and they said it was the O2 sensor...also have been told this is an ongoing issue with the sport trac but has not yet been a recall that i am aware of...we have fixed ours twice and is again doing the same thing. also the vacuum elbow on the bottom left, when looking from the hood, keeps going bad. (autozone part number 7001) we have replaced ours twice just in the last month. maybe check those 2 things as they both make our truck sputter and lose power.