A couple people have asked about this already, so I better mention it: If you are getting a warning message when MMB starts up, you probably don't need to worry about it. A version or two ago I added this warning message to try to make sure people don't run multiple "instances" of MMB at the same time. Unfortunately it doesn't work very well, and the warning message doesn't explain things very well. So if you get that message, and MMB isn't already running, just continue and press "Yes". I will at least clarify the language in the warning message next time around.
(If you want to know the technical details, MMB is creating a file to track when it is running, and this file isn't getting cleaned up when MMB is shut down in some cases. It's not a very good system to begin with, but I don't know another way to do it at the moment. Perhaps some Java expert out there can enlighten me.)