That is probably because 'folder' is associated to 'explore' rather than 'open'.
I don't know what version of windows you are running, but if its any recent version, the following directions should work.
Open windows explorer, click on Tools>Folder Options.
Click on the 'File Types' tab at the top, the scroll down to find 'folder' and 'file folder'.
Highlight either 'folder' or 'file folder and click on change, make sure 'open' is bold and NOT 'explore'.
You will want to change which ever one is defaulted to 'explore' to 'open' then apply and close.
To change, select 'open' and click on 'set as default'.
Once you do the above, when you double click on My Computer, it should open.
Hope it helps..
-TheComputerGuy23