I've gotten used to the same thing on Linux, and when I get my Mac, it's the first thing I plan to try and change. I really like being able to just do a single click on files & folders to open them, instead of that horrid double. (I always laugh at the people that double-click on links on the web)
If there is a way of setting it to be single, you should be able to use control (or command, I can't offhand remember which, again, don't have one yet) to select the file instead of opening it, as though you were selecting multiple files.