Well, I don't know why, maybe it's some feature (maybe Darren can elaborate), but when I boot up the pineapple with my Alfa attached, it does the green LED thing and bypasses my wlan1 onboard card and the Alfa becomes wlan1. Don't know what use that would have. If you boot the pineapple, then plug your other card in once it's booted, there's no problem.
I don't know why you're having power issues. I just connect the pineapple to my juicepack 4000, then connect to the management interface with my iPhone. Then I plug the Alfa in and connect it to my wifi at my place and everything works fine. I don't even plug it into my laptop.