I had the same problem, after I created a print files from list option, and accidently removed the explore option from the folder option.
Here is what I did to correct the problem.
1. Left click on start menu, select the control panel
2. left dbl click on folder options
3. Select file types tab
4. left click on folder icon then left click on the advanced button Folder icon
5. You should see an option called explore. If you don't this is the reason when you click on a folder, it opens in another window.
6. You need to add the explore action to the folder file type.
7. The simplest way is to get on a computer that opens folders correctly, and run regedit. Go to: MyComputer\HKEY_CLASSES_ROOT\Folder\shell
and export a copy of the explore folder to a registry key.
8. Place this registry key on your PC and double click. Answer yes, and you can once again open each folder in the same window!
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