Here you go mate just for you I did a bit of googling and found this info from here
Security Product FAQ: ZoneAlarm - CastleCopsWiki
Quote:
Q: ZoneAlarm is one of the last to start up. Won't my computer be unsafe until it loads?
A:By default, ZA starts running as a service when the computer starts. Once you log in, you will see the User Interface (zlclient.exe) start up, but the firewall (vsomon.exe) is already in place.
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I hope you will sleep better now. As Ian pointed out your initial defence is really your router. Zone Alarm is really a secondary defense for you.
Have you done a Shields Up test at
Home of Gibson Research Corporation to check how visible you are on the internet? It is worth checking.