i get this error too. i did not have gpg installed before i installed the firegpg plugin.
this bug is particularly annoying to me because i use meebo.com for IM and I use it in the mode where it pops up a new window each time you begin a chat. so i see a lot of command windows. i will disable the gmail integration and see if that helps.
Update: it didn't seem to make the console windows go away. i def am looking forward to the next version, this is a great plugin.