When you are opening a Central Project File that contains worksets, you can speed up the process by specifying what worksets you would like to open by selecting the Specify…. tool in the Open Dialog Box. Just hit the down arrow beside the Open button.
This will give you the option of picking the worksets prior to opening. It will save you having to go to the worksets after the file has opened. (As a default it sets them all to open, just review the list and close the one you don’t want!)