I've never heard of that happening.

What version of Windows are you using and what version of Outlook
Express (you can see that in Help, About Outlook Express).

Right click the short cut that you use the start OE and check the
Target.  It should say:
"C:\Program Files\Outlook Express\msimn.exe"
If it says something else, copy/paste that here.

I have heard of people clicking a mailto: link on a web page and having
about 50 web pages open (not OE).  That's caused by having the default
mail program incorrectly configured.  To fix that, see:
OLEXP: "Send To" and E-mail Links Do Not Work with Outlook Express
http://support.microsoft.com/?kbid=306098

I think you're going to need to explain a bit further, as OE won't open but
once. There is a hack that can allow more than one OE window but each
instance would have to be opened individually.

Look in the title bar and see whatit says in it. Maybe it's a web page that
opening multiple copies?

Assuming WinXP:

Multiple browser windows open when you click on a mailto: link:
http://windowsxp.mvps.org/MailtoProtocol.htm