So I tried to do multi-client opening, but I can't for some reason. When I try to open another window, it closes the previous window I open. It gives some error message before it closes. Also, when it half-succeeds opening, it runs, but the screen goes black after I get the error message. Can someone tell me or point to me where I can find a guide or help or some sort on how to do multi-clienting?? Please and thank you in advance!

Some pc's are under powered to do so.

PSO eats a core.

Try to assign each pso process it's own thread.
(where avaibale.)

Or just ask someone in game to hold your items for you when xfering between accounts.

If xfering items between characters on the same account please use the /bank command.

Windowed mode --- disable UAC --- run as administrator.

Yeah that; if you're unaware of how to disable UAC(User Account Control) the simplest way is to just open the start menu, search UAC or User Account Control and adjust the slider accordingly.