When you think about it, it's no wonder my grandparents can't get the hang of this. Here are the rules to double clicking vs single clicking, as near as I can explain them.
If it's a program on the start menu, single click.
If it's a file or folder, such as something in the my computer display, single click to get basic information, but double click to open the file or folder.
If it's a program but you got to it through my computer or explorer, double click to open/run.
If it's a file that you got to using the Internet, including
Internet Explorer, single click to run, save, or open.
If it's an icon on the desktop, double click to run.
If it's a button within a program, single click.
If it's an option within a program (file, edit, view, etc...) single click and keep the mouse in the right neighborhood or all hell will break loose. Single clicks from here on out.
As if it weren't confusing enough, sometimes programs take a while to start. If you click twice when a single click was required, it will start twice. If you click once and double click was the ticket, odds are you'll end up sitting there like a doof waiting for your idle computer to "finish thinking." If you try to drag and drop a single click item, you may suffer actual physical harm.