Check that there is only one sp_eventmon running which points to the one username.mrk file. You are allowed to run multiple copies of sp_eventmon on one system, but these have to run against different sp_cops; thus creating different username.mrk files.
Check that sp_eventmon is able to create the username.mrk and/or username.mrk.LOCK files. Move the script and the needed files to a local mount point.
Delete username.mrk and username.mrk.LOCK files. The file username.mrk will get recreated the next time sp_eventmon is running (defined by the -t option)