Community Tip - Did you get called away in the middle of writing a post? Don't worry you can find your unfinished post later in the Drafts section of your profile page. X
Yeah, it's annoying. I prefer using the standard File Open menu within ProE instead of the web browser. It's faster, has instant search and you can view it with PDMLink attributes. I tend to work the same way as without PDMLink as much as possible and Check Out when PDMLink prompts me to Check Out.
There are of course commands like Associate that you must do in the web browser.