I'd suggest posting this in the correct forum: http://www.mp3car.com/vbulletin/road-runner/
The forum that is dedicated to RR, not the newbie section.
PS: for your first issue, winamp opens because that's what RR uses to play music. If you close it, RR doesn't have anything to play music with.
for the second issue, are you absolutely positive you aren't hitting it twice? have you tried messing with your mouse sensitivity at all to see if that helps some?