You should follow the directions under "replacing explorer with your frontend"
Explorer is your "windows" environment, and your front end is Maximus Arcade. You still need to boot the operating system, just not the user interface.
What I did was hid the mouse, replaced the boot screen with a screen shot I took of the "Recycle It, Don't Trash it!" [after changing the resolution and colours in MS Paint] and changed my windows desktop to "Winners Don't Use Drugs!", and made it boot up into Mala instead of Explorer.
So now when mine boots, it does the Recycle page, the Winners Don't Use Drugs screen, and then into the menu.