Leveller did not handle document opening from the Windows shell (or when it did, it was imperfect). Double-clicking a TER file's icon inside aWindows folder tended to launch Leveller but not to open the file, or if Leveller was already running, a message to that effect would appear (but without opening the file).
A patch update is available to fix this at: http://www.daylongraphics.com/products/leveller/download/updates/lev262_552.zip The reason for the bug was that Leveller supported a mode called "dataexchange" where it would run as a service, and other apps could run alongside and read/write terrain to it. So a user could run Leveller to perform visualization, while his own app did some fancy modeling or other terrain-related process that Leveller didn't. However, the data exchange system interfered with a messaging subsystem used to auto-open documents from the shell.
Data exchange was dropped a year or two ago, since hardly anyone needed it, so now the document opening can be (and has been) restored. Ray