Hi DocLotus,
With future posts, please create a separate thread for each issue unless the two things are closely related. (See here for reasons.)
There are times when I'd like to see that as well. A feature request has been filed with GPSoftware.
Which command is being run by the icon you are double-clicking and the hotkey you've created? The options Christiaan posted probably don't apply to the commands you are running, but it should be easy to modify the commands to do what you want, depending on exactly what that is. (e.g. Do you want to open a particular directory when you run the command?)
Presumably you're not seeing multiple instances of the process (more than one dopus.exe in task manager), just multiple windows, right?