This is quite a common issue (with any program) when you run an app you want to use from the startup folder.
Windows attempts to run/load a whole pile of behind-the-scenes programs, system tray programs etc.. all at the same time when windows starts.
whats happening is that some program is loading after mala has started loading, stealing the focus from the program. I suspect swindus may add some focus-grabbing code in (?). In the meantime you could:
1) start mala as your shell (see the wiki) - if this is a cab/gaming only pc, why load the windows shell?
2) run msconfig.exe (from the run command) and reduce the number of programs at startup - you might get luckly and remove whatever is stealing focus from mala
3) as a workaround, try a program like:
http://www.r2.com.au/software.php?page=2&show=startdelaywhich will let you delay any program that runs at startup. This way you could delay mala a bit which should solve the problem.