I'm using Snow Leopard and Windows 7 and I can open/read all the files on my Mac partition. Boot Camp 3 drivers included a driver to be able to read (read-only) files from a Mac partition.
I've never used HFSExplorer, but I have used MacDrive. However, one thing about MacDrive is, it allows full read and write access to your drive, so, if you enable full read and write, you're going to have all those messy Windows files stored onto your Mac partition. Now, most of these files won't make a difference on your Mac partition, but knowing they're there bugs me. 😝
However, if you choose to enable read-only in MacDrive, you'll notice you may have a hard time using any files that are stored on your Mac partition in Windows.
With the driver that is included in Boot Camp, you get full read privileges and everything seems to open nicely in Windows. I added all my documents, MP3's, videos and pictures to my Windows "Library" and all of them open/play just fine. Also, since it's read-only, you don't get the messy Windows files saved onto your Mac partition.
Do you perhaps have a trial version of MacDrive or HFSExplorer installed? It may interfere with the Boot Camp driver.