i run 5 wows from the same folder on a quad core running vista64. for each wow i specify a cpu affinity for 2 cores.

the only change i have see recently regarding loading wow happens with or without keyclone running. as wow is loading, it will change the window by showing the border briefly during the loading screen. this is definitely a wow issue.

as for exiting while loading, i have not seen that. (make sure you aren't accidentally hitting esc while loading.. unlikely, but i'm just pointing out the obvious)