Either you've recently switched from windows to OSX, or you use both systems, and you're used to opening applications and files by silmply pressing enter. But that doesn't work in OSX does it? On OSX, pressing enter (or return as others call it), allows you to rename the file. To open it, you either double-click it or press Cmd-O.
Even after nearly 2 years on OSX, I still find this quite annoying (I work with Windows 8 hours/day at work, might have something to do with it). So I looked around for a solution. I bring you, totally free (click the logo):