I've modified the 'HyperSearch_Results_to_Buffer' macro so it will open all file found in search result. Just save the code below as 'Open_HyperSearch_Results.bsh' under your macro directory.

openHypersearchResults(View view){
    hs = view.getDockableWindowManager().getDockableWindow("hypersearch-results");
    if (hs == null)
    {
        Macros.error(view, "The 'HyperSearch Results' window is not open.");
        return;
    }

    root = hs.getTreeModel().getRoot();
    if(root == null)
    {
        Macros.error(view, "No HyperSearch matches.");
        return;
    }

    node = root.getFirstChild();
    while(node != null)
    {
        path = node.getUserObject().toString();
        if(path != null)
            jEdit.openFile(view,path);
        node = node.getNextSibling();
    }
}

openHypersearchResults(view);

Hope this helps someone.

With the multiline search and replace feature in JEdit4.3, I think there's no need to keep my EditPlus now .