This happens because there is a delay between the computer being powered up and the parallel port being configured. Before being configured the port is in an indeterminate state.
There are several possible solutions to try but because the operation of the parallel port before initialization depends on the computer hardware, you may have to do some experimenting yourself. Here are some ideas:
1. Try adding inverters between the port output and your relay circuit and also adjust your software so the bit polarities are reversed. The effect of reversing both is they will operate as before but the 'power on' condition will be the opposite state, in other words with the relays turned off.
2. Try using another bit on the port, invert it in hardware then AND it with the other signals. It will work as an on/off control for the relays but start in the off condition. You have to write a '0' to the control bit to make the relays work.
3. Probably the best method is to latch the signals in a flip-flop. You set the relay signals on or off as before but use another bit on the port to make the latch pass the signals on to the relay themselves. There may already be a signal available on the parallel port for doing exactly this but it depends on the computer design. Have a look and see if the 'strobe' signal is generated when you write data to the port, if it is, you can use it to clock the latch.
Brian.