Seems like you have answered your own question: The target window always appears just after the app is launched.
As @jonathonl suggested, we need more info:
- Name of app (with a link to its web site if not a common app)
- Can you close the window with a keystroke, like "ESC" or ⌘W?
- Please post a screenshot of the window.
When the target window is open, try running this to get more info about it:
EDIT: Remove that link. Looking for the correct link.
Please read:
Tip: How Do I Get The Best Answer in the Shortest Time?