That is weird DAlgie... if anything I've found Keygrabber hard to kill. 

Make sure you don't already have an instance running  as I've had this happen to me (I'm running XP also BTW)

No    icon in task bar  and refuse to launch but if you open up taskmanager you will find it is still running as a process.Kill the process. If the icon is there and it doesn't popup with the config table when you select it make sure its not because another window is set to älways on top (grabbing at straws with that one)

I don't know if its relevant but I'm running the latest MAch lockdown and use MAchStdMill as my screen set.


Be worth looking into the event manager also to see if any errors are being reported when you try and and launch KG.

Hope that helps.

Cheers

MArk