You may have accidentally told windows to load the program at startup. In which case delete it from the start up menu. That could be one cause. There could be another explanation but I can't think of it at present.
I do think this is probably a Windows setting somewhere though as I would think it is not possible to remove that part of the program.
[Edit] Second thought; It could also be a security setting in your Windows defender settings or antivirus.
That images would indicate that the Magix Ofa Helper is trying to run and requires your permission to do so - did you click Yes?
If you did click Yes and this occurs every time you start MEP then there is a permissions issue - to test this with MEP closed:
Right click the program shortcut
Select run as Administrator and OK.
The program should start up and run normally - if it does then there are 3 possibilities:
as @CubeAce has said your Antivirus Ransomware/ folder protection feature is blocking the program - try turning this off temporarily and running MEP again without using the Run as Administrator option - if it runs correctly you need to add an exception to the Antivirus not to block the software.
the account you are using is either a normal User account ie not an Administrator account
or
the programs permissions have not been set correctly on install - in which case download and install Revo Uninstaller free and use this to un-install the program, then use the Revo scan to remove files and folders and registry fragments left behind, the re-install the program.