finder window closes when another window opens

When I use the finder window and click on a file that opens up in another window, the finder window closes. When I close out the window that opens up my file I needed, the finder window is not open or available. I have to go to the dock and click the finder icon to get it back up on my desktop. How can I get it to stay open so I can refer back to it once I am done working on whatever file I needed? Very frustrating to have to continuously open it back up on the taskbar.