Did you disabled DDE on your system???
Most of the Sysinternals tools uses DDE to speak each other and to decide when in case like this you opted to have only one instance of the program, so if DDE is disabled they cannot talk each other and chance are high that if you continue to press CTRL+SHIFT+ESC you will end up with a huge number of Process Explorer instances..
Or may be that you were so quick that the first instance has not yet been completely initialized, so it was unable to answer to the request from the second instance and you ended up with two Procexp instances.
HTH
-mario