Managing the initialization, execution control and monitoring of HLA federates is not always straightforward, especially for a geographically distributed time managed federation. Issues include pre and post run-time data distribution and run-time data collection; starting, stopping and monitoring each federate application from a single point of control; the sheer amount of data collected during a session; software and network stability when performing long lasting, uninterrupted sessions, such as for Monte Carlo simulation; network latency and time synchronization; execution control functions - in particular legacy applications may not support all required functions. One recent project is used as example to study in more detail how these Execution Management issues are solved. The project SIGDM&S establishes a geographically distributed HLA federation for the analysis of maritime missile defense scenarios using Monte Carlo simulation. This paper provides an overview of the Execution Management issues, the solutions provided, lessons learned and recommendations for improvements in the area of execution management.