If some Files selected and double click at another file, all selected files will be opened (when permanent selection is enabled in commander mode), but the file on which made the double click won't be opened. This is in my eyes a bug and no feature, because only when using the enter key should all selected files be opened. It have several reasons why i don't use the windows selection mode. One reason is, i dislike 100% of the windows explorer. A other reason is, when selecting some files, maybe you need to open a file and keep selection, this is also for images needed, sometimes while selecting some images, you need to watch a image big without losing selection, and normally it works with the double click and not only with a user defined command.
http://forum.multicommander.com/forum/index.php/topic,1992.msg7660.html#msg7660