SAARecorder was not designed with much consideration for running multiple instances of it at the same time. Hence if a second copy of SAARecorder is launched, the warning message: "Warning, SAARecorder is already running. Are you sure you wish to launch another copy of SAARecorder?" will appear. In reality, there is probably not much risk associated with running two instances at the same time, but only limited testing of such operation has been undertaken so the warning is there to deter users from running two or more instances at the same time, unless they really need to do that.
In some cases, such as when some ShapeArrays (SAAs) are connected wirelessly and others are not, it is in fact preferable to run separate instances of SAARecorder to collect ShapeArray data: one instance for the ShapeArrays that are wired directly to the PC, and the other for the SAAs that are connected wirelessly.