OK. 🙂
The problem has been fixed by re-enable the MRU in registry. This can be done by run your registry using keyword “regedit” and then go to “HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\Explorer”, you will find a key called “NoRecentDocsHistory”. Double click on it and change the value to “0”. And, the problem is fixed.
Hope this will help others who is facing the same problem as me.