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If you are installing additional agents as services under Windows, modify the <agent>\launcher\conf\wrapper.conf: wrapper.console.title, wrapper.ntservice.name, wrapper.ntservice.displayname and wrapper.ntservice.description properties should have unique values within the computer.
A related feature request in our tracker.
Moreover, make sure you don't have build configurations with absolute checkout directory specified (alternatively, make sure such build configurations have "clean checkout" option enabled and they cannot be run in parallel).
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