Problem running a program off of a cd.

Ok, here is my problem.
I downloaded the portable version of firefox for mac here.
http://www.theplaceforitall.com/portablefirefox/

I have it set up so it should be able to run off of a cd.

When i try to run it off of a cd it gives me a weird error,
Firefox is already running, Please close....

This is really weird because i put the program in a readonly folder and it works fine.

Thanks in advance,
Comic_Coder

Anyone?