After you install Vensim in CrossOver, files of type .mdl correctly show up as Vensim Model files in Mac OS X's Finder. Double-clicking one of these files, however, will start Vensim in CrossOver but will not open the file. You must open the file from Vensim's File menu.
Note: This observation was based on the following configuration: Vensim 5.8b, CrossOver 7.1.0, and Mac OS X 10.5 (Leopard)