Make VLC open file in a new window every time.

1. Go to Tools > Preferences.
2. Make sure that Allow only one instance under Instances is unchecked.
3. Choose All at the bottom-left corner, under "Show Settings".
4. Make sure that Allow only one running instance under "Performance options" is unchecked.
5. Make sure that One instance when started from file under "Performance options" is unchecked.