getting the HH on the other clones implies you have more then 1 copy of keyclone running. look at the tool tray and see if you have more then 1 ice cube. if so, right-click and exit... repeat for all cubes... then start keyclone again (this will insure a single keyclone)

also, if you are on vista, make sure you are running as administrator (right click keyclone icon/run-as administrator)