Jon,
the reason for this is because you are probably inserting the 3-in-1 into different USB ports. If you use the same USB port, it shouldn't be a problem as normally you would only get that message if you substituted a different USB port because Windows has to reload the drivers and thinks it's a new microphone.
I can't guarantee there won't be a problem with Windows recognizing it as a new microphone and labeling it -3, -4 and so on. This has nothing to do with the microphone because you would have the same problem with any USB soundcard that you plug into your computer. It is strictly an issue with your computer (assuming your using the same USB port)