If you change the settings in Jing to hide to Sun, you may not be able to find it and get a message when trying to open Jing that "Jing is already running. Look for a round, yellow sun peeking out from the edge of your screen or click the Jing icon in your system tray."
This is because the Jing Sun is hidden in your notification area of Windows which is located in the bottom right corner of the screen where the time is located (You will most likely need to click the ^ to show hidden icons).
Once you find the Jing sun you can right click Jing to get a list of options including Capture, History, More, Check for Updates, and Exit.
If you would like to un-hide the sun, just click more, preferences, and uncheck "Hide the Jing sun"