Try resetting your defaults. It sounds like somewhere along the line you had the opportunity to select between the browser and app store and you selected app store as 'Always' which could cause this. Settings>applications>go to both your browser and play store and clear defaults. See if that works.
Check the extension of the file or link you're trying to open, maybe that's the culprit (or the links themselves are redirecting you automatically). Also, check if you have the Boingo app installed and try clearing defaults for that App.