I can start up one session fine. However if I then connect to another server that tunnels through the same server as the first session, then the tunnel from the first session is reused and I end up with two connections to the same server. This only happens when the second connection uses SCP.
If I specify different tunnel ports for each connection then there is no problem. However WinSCP should know which ports are in use by another session and avoid those.
Hope that all made sense!