a quick scan of htop only revealed one although it could be down to a variety of things, processes might be forked if they involve downloading stuff etc. try 'pgrep conky' i think that should give you the actual number of conkys invoked.
I used to get this with xfce before shifting to #! 0.04.01. It might be a session management issue. If conky is in some kind of autostart script it will be started up each time you log in, fair enough. But if your session manager is set to "save session" or something then it will remember conky was running last time and start one up itself, so now you've got two. Next time you'll have three... Since they are identical conkys you won't notice till you look at htop. The only way out I could find was either to deselect the "save session" option or remove conky from the autostart and rely on the session manager to keep starting it. Disabling session keeping might have been causing problems with other xfce apps for me though, like the "verve command line" plugin's history, and might make having xfce4-session rather pointless.
In fact this was one of the reasons I was happy to move to openbox, in spite of xfce's other features...