Hi,
Try Command amoptions>>AM:Standards Tab>> Double click on Dimension node>>in the dimension setting dialog >>select " First Dimension or Always" from the "Display power dimension dialog" option.
If this doesn't fix the issue; verify if AutoCAD launched instead of AutoCAD Mechanical.
Windows Start>>Programs>>AutoCAD Mechanical 2008>>AutoCAD Mechanical 2008, once the program is launched, create a new drawing>>Create a dimension and now try to double click .
Let me know if this helps
Thanks,
Sridhar
Software QA Engineer
Autodesk, Inc.