Oh, ok Rod.
This is perfectly normal. For what it opens (properties or shaded window) depends completely on the driver
for that device. Some devices will only have their basic driver properties page, while others with more advanced options (ex: digital cameras, some printers, multimedia keyboards, etc...) will have the shaded window to use those advanced features. I guess you can think of these shaded windows to be like the devices version of the Jump List
that some programs have in the Start Menu to make doing their tasks easier.