can you open more than one page?

Yes, but it achieves nothing. Your CPU is maxed out to 100% by the applet anyway, so opening further pages just results in the same computing power but split across multiple applets. Ergo achieved nothing.
You can of course open the multiple pages on different computers. That's what I do, and indeed the site owner recommends that.
I personally disagree that it's a scam for two reasons:
1) As I said, the 0.01BTC fee is actually a relatively new feature. When the site first opened, there was no withdrawal fee and the cost was absorbed by the site (i.e. its owner). So what happened was that people--like the OP--started mining tiny <0.02BTC amounts and then withdrawing them regularly. That meant that the site owner got hit with a 0.01 fee for transactions that were often less that 0.01BTC in themselves. Not cost effective, so he introduced passing the fee on to the clients. Now I agree that that should be better communicated, but it's not a "scam", just poor communication (or at worst, not being up front)
2) I have successfully mined about 0.20BTC and successfully withdrawn it. If it was a true scam, the withdrawals would have just failed and the owner would have pocketed what little I had earned.
This is not a site that is trying to trick you out of your money (which is what a scam is). This is a site that had bad foresight as to how users would use the system, and a front page that isn't blindingly obvious that withdrawal transaction fees are passed on.