[SDL] Multiple SDL Apps on Windows

[Mark]

I have a bit of a strange problem with version 1.12 of SDL on Windows (XP SP2
Home & Pro) I'd appreciate some advice on.  I have a number of small
applications which I have written on Linux which, when run open an SDL window
using SDL_SetVideoMode.  Under Linux I can run two or more of them at once
without a problem.

However when I build these for Windows using mingw, I can open one of these
applications, but any subsequent ones I try to open once the first one is
running all freeze at the SDL_SetVideoMode stage.

My question is, is this expected behaviour?  Is it only possible to run one SDL
based application that uses video at a time on the Windows platform?

I've tested it on a number of different XP systems, all with different video
cards and I get the same result.

Thanks in advance for any help,
Mark