A quick way to start a drawing when you have an Explorer window open and AutoCAD at the same time is to simply drag and drop the file into the command line to open it or drag and drop into the drawing window to insert.  If AutoCAD is not open just drag the file onto the AutoCAD icon on the desktop or any AutoCAD shortcut on the Start bar and the session will start with only that file.  No need to close a blank drawing that opens when you use just the icon.