This helped me save a lot of time. Thank you!
Okay Okay, After a few hours of reading, hunting and searching around I think I've worked out what I doing wrong.
By default, the "double click" action on a file OPENs it, not EDITs it. Therefore changing the default action to "Edit" it works fine.
The Other Topic...
I've tested using the latest version of WinSCP and Notepad++, its working great :)
It's always nice closing your own topic :) I hope this helps out other users too...
Sorry ;)