multiple document handling

I am very new to the microstation previouly i am autocad user.My doubt is can we open multiple dgn files in microstation v8i ss2 because i studied in help it not possible and you are trying to another file first file closes.I observed that opening another dgn file through open option in file menu, it is opening and also other file which i am currently working is not closing but if i opens another file through direct clicking on it then it is opening in new microstation application.

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