This is known behavior in Windows when the option to "Open each folder in its own window" is turned on.
Typically to resolve this issue you would do the following steps below, however, in HostNet full permissions are not given to customers for My Files settings and as such for all customers Folder and Search Options will be greyed out. At this time, this ability will not be enabled for HostNet customers.
1. Launch 'My Files' from HostNet
2. In the window that opens click on the Organize button on the top left
3. Select Folder and Search Options
4. Go to the top option called 'Browse Folders'.
5. Change from 'Open each Folder in its own', to 'Open each folder in the same window'.
6. Click Apply and OK.