The bug mentioned in this thread was either never fixed or has resurrected, and for some reason the original thread was locked.
http://devforum.roblox.com/t/cannot-shutdown-second-server/28178/16
Roblox are currently working on this.
My thread: Cannot shutdown second server - #15 by Caelestene
So, I would suggest sending them a private message as they said.
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