1: When you start up, is the hardware connected? The MyDMX dongle should be disconnected.
2: What OS are you running? I've had no issues with 64-bit Win7. Last time I had issues it was with XP Pro. Same computer.
3: Are you using DMX cabling? Trust me, it makes a difference. Also, how long is your longest single run and total run length.
4: Are you using any sort of signal booster? I find front-ending the MyDMX hardware to an Elation optobranch/4 cleans things up nicely. It's STRONGLY advised.
5: Are you using a DMX terminator?
6: Honestly, MyDMX needs to stay foreground. Whenever you minimize or don't let it be foreground, well, it can throw a bit of attitude. Ideally, I know it sounds like a waste of resources, but MyDMX should be the only thing running.
6: Disable WIFI. I know.... Well it's not as bad IF you are on a WIFI network but if not, disable that and your ethernet. Well, don't disable ethernet if you're connected to a network....
7: Latest patches installed(OS, video, whatever)?
Make a blackout scene(ALL ZERO values, essentially an empty NEW scene). When things go freaky-deaky, go to that blackout scene for 1 second, then go back to the scene you want. See what happens.