Swifts were looking to set the pace early on, and had a chance when some neat play between Callum Murray and Daniel Adam allowed the latter to get a shot away, forcing a good save from Fraser Machray in the Windsor goal.
Murray was then close himself, but his clipped effort from Joseph Cairaldis’ pull back fell kindly for Machray.
Musselburgh were not to be outdone though and applied some early pressure of their own, with Willian Aitkon jinking past several defenders into the Swifts penalty area, but his effort came back off the post and into the grateful arms of Ronan Fox-Begley.
Murray again tested Machray, but his right footed effort was well held by the keeper. Then at the other end Machrays’ opposite number Fox-Begley was in action again, this time denying Cockburn who found himself one on one after a nice through ball.
Both sides continued to trade chances for much of the first half, Takudiwa Seva played a nice ball out to Murray on the right hand side, but his cross was cleared by the Windsor defence.
Robbie Martin then set off down the right, and his cut back allowed Aitkon to cross but he was unable to pick out a striker with his low ball in.
Windsor were starting to get up a head of steam, and Matthew Combe was almost in following a nice through ball, but Fox-Begley was out quickly to snuff out the danger.
The pressure would finally tell though, as after twenty minutes Musselburgh took the lead. Some good play down the right allowed Cockburn to find some space in the box, and after turning away from his marker slotted a right footed finish under the ‘keeper to make the score one nil.
Swifts’ looked for an immediate response, and almost straight away had a free kick cleared for a corner, but were unable to make the chance count.
Musselburgh were not sitting back though, and were in the mood for a second as the ball fell to Martin, who saw his right footed effort saved.
Both sides continued to make chances, and some great play from left to right across the edge of the Windsor area almost brought Swifts level, but Brogan Proudfoot was unable to find the target with his right footed shot.
There was just enough time for Musselburgh to try and double their lead before the interval, with Aitkon leading a counter attack for the visitors. When he was tackled at the last minute the ball fell to Cockburn to head home, but his effort was blocked and he couldn’t force home the rebound.