Hi I have had this happen to me endlessly and the only way that I can fix it is to do this:
1. Open Control Panel
2. Open "Folder Options"
3. Open the "View" tab
4. Check "Show hidden files, folders, and drives"
Press ok and close control panel.
1. Open Computer
2. Open C: drive, then
* XP: Documents and Settings
* Vista/7: Users
3. Open AppData
4. Open "Local" - Your address bar will appear as C:\Users\\AppData\Local
5. Delete "SecondLife"
6. Now go back one level to the AppData folder
7. Open "Roaming" - Your address bar will appear as C:\Users\\AppData\Roaming
8. Delete "SecondLife"
9. Restart your computer. This is important. Do not try starting Second Life again until you have rebooted.