So when it starts up it is expecting to number the usb's -d0 through -d3 but as the program is numbering them -d2 through -d5 it says that -d4 and -d5 does not exist.
So at that stage it throws up an error.
I'm not sure why you are running into this issue, but I'm fairly sure it's not an issue with MultiMiner. If MultiMiner paired with cgminer had the above problem, nobody would be able to use it.
I use MultiMiner + cgminer on one of my rigs, and it is able to launch cgminer just like you are stating:
cgminer -I 9 --failover-only -o stratum+tcp://mint.bitminter.com:3333 -u nwoolls_deepcore -p deepcore -o http://stratum.bitcoin.cz:3333 -u nwoolls.deepcore -p deepcore -d 4 -d 5 --api-listen --api-port 4029 --api-allow W:127.0.0.1, -T
MultiMiner has worked like this literally since its first release and (afaik) nobody else is having this issue.