Check the PS forum. This may be related to the issue where Bridge wants admin permissions. Otehr than that it's a simple file associations problem which you can fix by editiung your associations in Windows Explorer.
You may have CS4 Bridge running as a background process in the Task Bar. If you are using Windows, click on the hidden icons drop up, on the right of the Task bar, and if Bridge shows there, right click and Exit. You can stop Bridge loading on Startup, from Preferences > Advanced. (Bridge preferences of course)