I found
this article on ResExcellence on how to change the Safari "safe open" list (so Safari will auto-open files on download). Note: This requires use of a hex editor, so caution and current backups are required. This won't help with extensions that are longer than three characters, as you'll be replacing codes, and you cannot make them longer than they currently are.
[
robg adds: I haven't tested this one, and I'm not sure it's worth the trouble -- if you control-click an item in the Downloads window, the first choice is Open. Seems a lot easier, and it should work regardless of the extension. Nonetheless, the referenced article does explain how to make Safari do this automatically, if you wish.]