If you're running windows, it sounds like you might have a BT "process" running in the background. If you reboot the machine, it might clear the problem, or you can use Task Manager to close it.
There are several clients that allow you to run multiple torrents at the same time. Azuereus is currently the most popular, and runs on Java 1.5. All freeware. See:
http://azureus.sourceforge.net/
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