you also need to make sure that the maximum files for auto start is higher than winmx's maximum slots setting - as winmx will start however many it is set to, and mxmonitor will only start more itself if winmx has started less than whatever mxmonitor is set to
if you set it to 1 above whatever winmx is set to then that should be about right in most cases, for example if winmx is set to 3 slots then set mxmonitors maximum to 4 slots