Please add more details, if would help you and me.
Questions:
The copies of the characters are actually clones that jump over and over in the title screen which is normal. Do you mean like the sprites leave trails of themselves making the screen cluttered?
What OS. If it's Windows, what bit, 32 or 64?
Where did you get the SMBX from? ( Obviously, this website.)
And finally, are you sure you extracted or installed SMBX correctly, re-extract if necessary.