The XGM installer creates a version of XGM that works with just one exe. For example, if you select "use BI exe" when you run the installer then the installed version of XGM will *only* work correctly with BI. If you want to play with the Alex exe instead then you need to run the installer again and select "use Alex exe". There's no way around this because there are many differences in the content and arrangement that each exe expects to find in the game files.
You can also kill campaigns by starting them with one exe, and then switching to another exe part way through.
My advice is to pick one exe and stick with that.
