Problem with the windows (how to title this? sorry!)

I have a folder open, and I'm looking at the contents. I then want to open a program so I can drop some of these files into it. So I go to to bar on the top of the screen where it says "go" and I go to applications. I expect it to open a window with the applications folder in it. But it does not do that. It open the application folder in the window I am already using! Is that just the mac way?? How would I get it to open that folder but leave my one alone!!
Thank you!
Justin

Select either File -> New Finder Window or hit Apple Key+N while Finder is active.

That's how I've learned to do it.

EDIT: just found "Always open folders in a new window" option from the Finder preferences (General tab).

Check that and you're all set.