Problems Opening Blend Files?

Hey everybody, I’m having this problem since I started downloading the recent 2.5 series, I think this started with the stable release.

Whenever I open a .blend file by just double clicking on the file, none of the menus or settings or toolbars appear, it comes almost blank, whatever model was in it will still be there, but none of the File menus, or anything like that, look at the picture below to see what I mean. If I open blender directly, and then use that to open the file, it works fine, but otherwise it does not. I do not have Blender Saved to its default location, but that hasn’t caused me problems in the past.

There are two users on this computer, but that hasn’t affected it before either.

Any ideas?

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