The last time i had something like this was after I used the Windows multiple display on my laptop. I displayed FileMon on the second screen, and then i closed the FileMon from the 2nd screen. The next time i try to load FileMon, the program runs (listed in Task Manager), but nowhere seen on my laptop screen. It seems that FileMon remembers location too. And when i attach a 2nd monitor, voila, FileMon is there. I'll have to drag FileMon to the primary screen and close it from there. Perhaps this is your case too?