If you select a file in the explorer window using the mouse, the explorer remains the active window.
This means you first have to click inside the editor window before you can for example do a CTRL-G (go to line…) or CTRL-F (find…)
More logical behavior should be that the newly opened window become the active window in the editor
You didn’t describe exactly what your OS is and how you can reproduce your problem. I don’t have a problem with Windows Vista or Windows XP when I double-click a file in Explorer.
I know there might be a problem with a certain OS, due to a bug in that OS.