I am a hand-coder, but like DW for some reasons. Anyway, I have been equipped with DW MX, but here's a problem I can't solve.
When I open a sub-folder in the site view, open a file from there or switch to another program (doesn't matter which one, might be any open application) and go back to the site view, the folder has been closed by DW, so I have to click my way again all the way through the file I opened.
Long story short: DW MX closes folders automatically, which you can imagine is very annoying. Is there a way to change this? My copy of DW 4 does behave.
I'm using DW MX on Mac OS X have never experienced your problem. My guess is your preferences are corrupt. Are you on a Windows machine? If so, I don't know if you can trash your preferences file, but that's what I would do if I were you...
If you keep having this behaviour, it is a bug IMMHO.