If you are using Windows 7, and you need to open an application that is already opened, you will only see the same window that is opened. Some programs are set to run only once instance at a time. The good thing in Windows 7, you have the option to run two different instances of the same program at the same time. You may need to compare files, or edit two unrelated files.
If you really need to have to instances of the same application running (for what ever reasons), in Windows 7 it is easy to accomplish. Whenever you open a program you’ll see its icon on the task-bar, then when you need the second instance of the program just: shift-clicking the task-bar icon for the program.
As you can see I have two instance of Excel 2010 opened.