CUDA being related to using graphics card to run code I would suggest that if what Richard suggested doesn't work that you look at the option to run service with "allow interaction with the desktop" enabled.
Otherwise you may need to change the slave launch method so that windows auto-logs in then run the JNLP slave launcher rather than running as a service.
If you are only using a single master and no slave (which is not recommended) then you can acheive similar by running jenkins form the command line (a combination of auto-logon and startup script will surfice).
/James