The "open folder" process has nothing todo with any folder permissions and is handled by the OS so whatever problem you had - it wasn't caused by JD.
Anyways - glad you were able to self-solve your issue.
-psp-
EDIT
All JDownloader does is to execute the following command:
Code:
cmd.exe /c start /B C:\...
If that fails:
Code:
rundll32.exe url.dll,FileProtocolHandler C:\..
See also:
DesktopSupportWindows.openFile