InfoPath Dev

Whell, I hope that you will believe me :)
When I click in document library on "Open this form in browser", then I get "The form has been closed" by clicking on Close Button, BUT WHEN I click on icon of the file, or just on the name of the file to open it, I get OK, when click on close button ! So I thing it is the bug of Microsoft :)

I am confused, do you get a problem when you open the from from InfoPath client? It would help if you could post a step-by-step scenario of what exactly you are doing, what the result is and what you expected to happen.