Hold down Alt while double-clicking.
"To open a QuickTime or Video for Windows movie in the Footage panel instead of a player window, Alt-double-click (Windows) or Option-double-click (Mac OS) the footage item in the Project panel."
I found this using this After Effects Community Help search for 'footage quicktime'.
Thx, I tried many other things but not ALT!
BTW I did look in the help in CS4 and was disapointed to find you have replaced the nice normal OSX style help present in CS3 with on-line help. I have never found on-line help that useful it always likes to mix in other articles from other sites, I just want the help information for the main product, and what if your not connected to the web?
The CS4 (or CS3) help can be used to search the entire Community, or restrict the search to their own help system.
Just enable the checkmark near the top right of the page (to search "this system only").
Also, there's a link at the top of the help page to download a .pdf version of the help files (for local use).
Having the help files online allows other people to add useful comments, and those who write the help files to update them as needed.
This helps keep them current, and ever-improving.
In CS4, if you have the 9.0.0 (out of the box) the help item bring you to community help. The community complained about this behavior so in the 9.0.1 update, the help item brings you right into AE help only. So you might want to update.
Also, if you are not connect, AE will use the local help file, but you wouldn't do that are they are outdated now. Online help is often updated and corrected. You can always download a pdf file of the latest web revision on the online help, on the top left menu of every help page "download the pdf version".
Hope that helps,