Hi Darkdave,
Some more precision, since I now know the exact power cycle.
Chassis connected through MXI always must be started before the PC and shut down after the PC.
When you turn the system on, BIOS assigns memory, I/O space ans device number what requires the chassis to be already on.
When you power the system off, you have to shut the PC first since OS ans drivers expect all PCI devices to be connected (they actually except them to be connected from power up to power down)
If you power down the chassis first you will certainly experience system hang or blue screen. In your case this is caused by the interaction between windows and the PCI Express silicon that is present on MXI-Express. When windows is shutting down, it actually sends read signals to all connected HW, and waits for such HW to respond before it shuts down. Getting a blue screen means that your HW doesn't respond fast enough what implies windows to time out and causes a blue screen.
Note that you will not encounter blue screen on all system and that it depends on your motherboard. Please note that it doesn't damage your system and will happen infrequently.
There is workaround this issue between Microsoft and PCI Express silicon vendors
Best regards
P.S: Thanks Tica for this information