When you double-click a folder in My Computer or Windows Explorer view, the folder may open in a new window.
First, the Control Panel, Folder Options (General tab) has a setting which determines how folders are opened. You need to select the Open each folder in the same window option.
If that does not correct the problem, then this may be caused by incorrect settings in the registry. This can easily be fixed using the REG file below. Download samefolderwindow.reg and save to Desktop. Right-click the file and then choose Merge
Note: This may happen after you tweaked the Folder associations, such as Open folders in Windows Explorer mode by default