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(Apologies in advance if the menu names aren't exactly right -- I'm not using Mac OS X in English, so I'm guessing at the translations.)

I was curious what the "screen sharing" shortcut had in it, so I opened up my ~/Library/Application Support/Screen Sharing/ folder, right-clicked on the "VNC Internet Location" (*.vncloc) file there, and chose "Open With Application -> Other". Then I chose

I thought this would open the file (which looks like an XML plist) in TextEdit. Instead, it switches to the Screen Sharing app!

I switched to TextEdit myself, and used File -> Open, and found the *.vncloc file, and it opened as a plain XML file just fine.

Am I misunderstanding how the Finder's "Open With Application -> Other..." works?

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No, you're not. The Open with Application will do exactly as expected, open whatever file you've chosen with the selected Application. For your weird behaviour, perhaps you double clicked it, or it just bugged somehow and didn't catch the new application as the one it should be open with.

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Hmm, I'm pretty sure I didn't mistake "right-click, choose from menu, select application, click OK" and "double-click". Have you gotten it to work with *.vncloc files? – Ken Aug 23 '12 at 5:36
No, I haven't. But it works the same for every file. But, a lot of times, when Opening with Application, it acted weirdly the first time. I guess that's what happened to you. – Thecafremo Aug 23 '12 at 7:19
It does this every time for me. I think this demonstrates that it doesn't work the same for every file, no? – Ken Aug 23 '12 at 16:51
@Ken Its weird, indeed, but Open with Application does exactly that, no matter what. Try with other user, or dragging the file to the Other application you want to open it with. If it does opens, perhaps you've got some issue with permissions or something like that, which makes the Open with Application act weirdly. If it doesn't, that kind of file, perhaps, has some kind of protection. Either way, it should be opened, as I've opened password protected files, for instance, with textEdit seeing gibberish. – Thecafremo Aug 24 '12 at 7:30
Yes, dragging the file to the icon works correctly, as does "File -> Open" from inside TextEdit. Right-click "Open With Application" doesn't, nor does open(1) from a shell (either with -a TextEdit, or -e). – Ken Aug 25 '12 at 2:33

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