Here is the strict defintion of the error:
"Onboard device memory overflow. Because of system and/or bus-bandwidth limitations, the driver could not read data from the device fast enough to keep up with the device throughput.
Reduce the sample rate, or reduce the number of programs your computer is executing concurrently."
While the USB 6009 is capable of reading at up to 48Ks/s, your system must be able to keep up with the transfer rate as well, which is evidenced by the fact that you run into this error only when you open another program. The things you can try are minimizing the number of programs you have running while you're doing the acquisition, increasing your RAM, using another PC with better system resources, or of course don't open any other programs while you're doing the acquisition.
-Alex