My guess at this would be Window's detection of a "new" device. It (as can others) behave differently when a device is present at start up to when it's "plugged in". I presume based on whatever has/hasn't been already set up.

I had it with a Cynergy XS USB tv crd on one of my Linux. In that case, I can't boot with it in but I can plug it in later... Never worked out the cause though.