Why do people complain? Because sometimes, after they complained, things get fixed, and they were right complaining. Other times, if complaints don’t help, they know they still know better 😉
Gabriel provides an analysis and a workaround to the problem that Entity Designer opens an edmx file only once. His solution is for 64bit XP though, and differs from the 32bit Windows solution in the registry path:
Open regedit and navigate to
HKEY_LOCAL_MACHINE
\SOFTWARE
\Microsoft
\VisualStudio
\9.0
\Editors
\{c99aea30-8e36-4515-b76f-496f5a48a6aa}
add a string value named LinkedEditorGuid
and set its value to
{FA3CD31E-987B-443A-9B81-186104E8DAC1}.
Applying this registry setting on my machine resulted in Entity Designer and XML Editor opening alternately.
devioblog 
Have you tried changing the guid to something else like setting the GUID to the GUID for the EDMX designer?
It works fine on my machine only when I close Visual Studio and reopen a solution and if one of the opened files was the edmx file I also see the XML but everytime I close and reopen the EDMX I get to see the designer.
I added “LinkedEditorGuid”, but my .edmx file not opening in designer..it is directly opening in XML editor. i am using WindowsXP 32bit ,will that works?.