OK ... iIve got some good news!! ... I can keep WinMX open by shoving the 'Error Dialogue Box' to the side (as far as possible off screen) i.e. I avoid clicking on the 'Send' or 'Don't Send' buttons and my WinMX stayz up '3.0' and all!!!
NOT VERY SATISFACTORY, BUT IT"LL DO FOR NOW ...
Hope someone can sort it out better for me soon.