It looks like the multiple file problem is a Snow Leopard 'security feature' .
http://www.tuaw.com/2009/11/04/snow-...ly-downloaded/
Also, not a bug, but is anybody else unhappy that the default tool when you open Preview is the select tool, I'm sure it used to be zoom, which made much more sense to me at least. In Leopard didn't you get a magnifying glass cursor so you could drag across the area you wanted to zoom into rather than just buttons.