Yes, I have, and I'm not sure why that is. There must be some process that only gets invoked once, and when you shut down the client they both go down. Don't have a workaround as yet.
I have been running this cpu under Linux for a while now and it does perform a bit better than windows. It's not a great deal, but a bit more just the same. But it is definitely more stable in Linux, not as many problems getting it started, etc.
It also isn't as CPU-bound as windows. With one client under Linux it only uses about 70-80% of the cycles, whereas in Windows it uses 100%.
Hence the threads about using two clients, trying to get some of the unused cycles working. But Stanford isn't really endorsing two clients for their own reasons. See my post near the end of this thread:
Dual Linux SMP clients on Quadcore
Regardless of what they endorse, it
does increase production. It will be a non-issue after they re-vamp the points system, though.