You mean like in script submissions? Its because VC# isn't your default CS editor. Find a CS file, right click, say "Open With" choose VC#, then at the bottom, its something like "Make this my default program" or something, and click that too. Then hit OK, and then you can single click scripts in the sumbission area and it'll open them normally.
I really don't get what you're saying about this "Right click" and double click, I've NEVER double clicked anything on the web, ever. You might be like my mother, who *thinks* she has to double click each hyperlink, and gets raged when it opens like 5 windows...
However, for right click, the only reason I can think of that you'd use that is for "Save As" or something, so I'm really not sure what you're talking about.