I suspect you are using projects as the default behaviour is to open the file as read-only, this is independent of the Windows preferences. As Shyan mentioned you can change the double click behaviour from the project settings. Check to see if you don't have some custom setting for example "edit %f".
If you want to get back to the default settings you need to rename/delete the following register key:
HKEY_CURRENT_USER\Software\Model Technology Incorporated\ModelSim
delete or rename to something like:
HKEY_CURRENT_USER\Software\Model Technology Incorporated\ModelSim_old
When you next start Modelsim it will write a new set of default key values, your double click should now be as per the default. Be careful editing your registry as you can serious screw up your Windows.
Now the question is why do you want to use the Modelsim editor, it is only useful for setting breakpoints, back annotation and single stepping, as a source code editor it is pretty basic, notepad++ is much much better.
I would also suggest not using projects as they will at some point start to work against you. Using .do/.tcl files is dead simple (just copy and paste from the transcript) and will make your life a lot easier,
Good luck,
hans86.