Create a text file, name it something like "myMLO.cmd". put that file in the directory with MLO.exe,
In that file, put these entries:
@echo off
Now, do not launch mlo.exe - instead, launch myMLO.cmd
Alternatively, you could probably put the command "mlo.exe .\myfile,ml" in an autorun file in the root of your flash drive, but I have not played around with that as much - autorun offends me.