you could set up a different user account and run winmx on there if other users are to be running winmx at the same time it would mean having to set diffrent port numbers to allow each to connect this is explained at the link below
https://www.winmxworld.com/tutorials/changing_port_numbers.htmlhowever if you are thinking of using winmx on the same pc account (but at seperate times and want each instance to be seperate this would mean changing the incoming files folder each time a seperate person uses it this can be done by going to settings (top of screen then file transfers then click on the change tab (top right of this screen ) and setting this to your own files that you chose to download then go to the transfer screen and click on load incomplete to load up your incomplete files (this option could be a little annoying though each time a diffrent user logs on)
Another option would be to reload winmx ...... go to the link below and get Install for WInMX v3.54 Patched
https://patch.winmxconex.com/run the installer 3.0mod3-3.54-Setup.exe by right clicking on it & select open then click on run on the box that pops up....on the next screen select next on the following screen(options) change the default file path for installation from C:\Program Files\Winmx\ to C:\Program Files\Redbaron\ << (name used for example can be anything you chose) then click next this will take you to the ready to install winmx screen click install ....this will run the installer ....when you get to the incoming files folder this is where you set it to your own personal save file ...then continue the instalation ... once run and up and working close it down ....on your desk top you should see another startup icon for winmx you can right click on this and change the name of it (perhaps to redbarron) this will be your own setup for winmx that you can personalise to suit yourself if by some chance there is no other extra icon on your desktop go to your c/drive >>>programme files >>>folder called redbarron (or name chosen as your filepath at setup) open the folder and right click the winmx exe ...scroll down to send to and select desktop....go to desktop and rename as before
any problems please feel free to post back or check out the tutorials section at the link below that if crammed full of usefull information/tips etc.
https://www.winmxworld.com/tutorials/*was writing this as SamSeeSam posted with another option above at least you have plenty of options now 
