Why is a new instance of MATLAB R2012b opened when I double-click on a MATLAB file in even if I have one instance of MATLAB already open on my Windows 7 machine?

I have full administrative privileges on my Windows 7 machine and I run MATLAB R2012b as an administrator. I then open a double-click on a MATLAB file. I expect the MATLAB file to open in the existing instance of MATLAB, instead another instance of MATLAB is launched,