I think I posted a question on how to do this, but I could not find it, so I will post the solution here in case someone else will find it useful:
Problem: Highlite several .PSD files and use open command results in just one file opening.
Solution: Instead of open, drag and drop the files into Photoshop. This might be obvious, but since I am accustomed to open files via the menu's, I never thought of it. The slight inconvenience of opening files this way is more than offset by it's solution of a second file opening annoyance, namely:
In some situations when you command a file to be opened with photoshop with windows explore, XnView, or anything outside of the internal open dialog in Photoshop, when you try to save the file you have to navigate to its location. If you had opened it with the program's open dialog it would already know where to save it. Well, this problem does not occur if you use drag and drop. I was surprised that the files are handled differently by photoshop if they are "opened" or "dragged and dropped" but they are!
Being an avid Photoshop user I think this information is crucial! It probably applies to most other editing programs as well. I hope whoever needs this can find it!