When doubleclick on a second .sql file, it would not spawn another instance of SQL Navigator and would bring the file up using the existing open SQL Navigator window (expected behavior). How to enable SQL Navigator to open another window of itself when doubleclick on a second .sql file?
1) In the Windows Explorer select Tools | Folder | Folder Options
2) In the File Types tab, scroll to and highlight 'SQL SQL File' .
3) Click on Advanced
4) Under Actions, highlight 'Open' and click on Edit
5) Copy the command line under 'Application used to perform action':
Example: C:\PROGRA~1\QUESTS~1\SQLNAV~1\sqlnavigator.exe "%1"
6) Click Cancel
7) Under Actions click on New
8) In the Action field enter 'opennew' (without the quotes)
9) Paste the command line you copied in step 5 in the 'Application used to perform action' field
10) Click OK
11) Highlight the newly created action, opennew, and click on Set Default
12) Click OK and Close to exit.
Note that the above may not work on some systems.