Opening file also opens "File Open" dialog

I have recently noticed a changed behaviour in my Mac OS X Mountain Lion. Every time I double click a file to open it (Excel Spreadsheet, PDF File, etc.) the application gets launched and opens the file. But it also shows the File Open dialog (Excel, Preview, etc...). This is quite annoying because Excel for example opens a blank spreadsheet when I click Cancel on the File Open dialog. Preview at least does nothing. But I still have to dismiss the extra dialog.
Any idea how to fix this?

Try to uncheck the Documents/Data check box in iCloud settings, in the perferences dialog.

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