I accidently created a website while using Expression Web. Every time I opened a file within this "site" the program wanted to open everything. Found the fix.
See this note: http://social.expression.microsoft.com/Forums/en-US/web/thread/ff7d7d2e-5962-4684-9b32-2f863c046525

For Vista - Delete everything in %UserProfile%\AppData\Local\Microsoft\WebsiteCache

Instructions for XP are also on the forum post.