Solution: When you get the 'Concurrent User Sessions are not supported' , open an application that allows you to look at the processes on the computer. I use Process Explorer that I downloaded but you may just as easily use Windows Task Manager. Its assumed you already performed the 'End Task' in Windows Task Manager and the Applications tab no longer shows Power Director as an open application. That will fool you, it won't show up as a running application. Go to the Process window and find Pdr8.exe (assume you are running Power Director , right click it and kill or end the process.
Somehow when Power Director hangs, the Task Manager does not kill it. So when you try to open it again, you get the Concurrent message. Don't waste your time waiting for Windows to finally kill it, I've tried that and it can stay hung forever until you restart your computer which you shouldn't have to do.