program doesn't launch

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Sometimes it seems like my ZoneAlarm firewall does not launch when I log into my profile as it should. I am not sure why it does that, and I've not really witnessed but it's the only thing I can think of that happens because the only other explanation would be that someone closed it off, and I don't believe that to be the case. I can't find any settings that I can adjust. Another thing, it always seems to be one of the last things loaded in my system tray. I would think it would be the first. How do I make it the first?