Sometimes a program will start twice due to 'double-clicking a desktop icon at just the 'wrong' speed. Many programs such as firefox will run two copies of themselves quite happily. This is entirely unpredictable and can be a nuisance.
I suffer the same problem with a file/desktop manager called PowerDesk which I use exclusively instead of windows explorer. In the case of double-starting, I get no visible response to clicking to start the program, but it is actually running and can be seen in task manager. Further clicking of the startup icon also has no effect except to start another copy running without an interface. Often stopping one copy causes the other to suddenly appear.
The way to avoid this problem is dont use double-clicks to start desk-top icons, use single-clicks. Alternatively, move the icon into the 'quick-launch' toolbar which uses single-click by default. Unfortunately, getting a quick-launch toolbar in Win7 like the one in XP is not very easy.