If you have the very latest version of DFX, then you need to set DFX to run at startup.
Unfortunately, the new version is now a system wide DSP, so it will run in your system tray regardless of whether MM is running or not.
For that reason, I have stuck with an older version.
This is not a MM problem, it is a DFX problem. But that is how the developers have designed the latest version.
I set DFX, then hide it, as once i have it set, I have no need to see the interface. But you cannot do that any more either with the new version.