"Computers are Expensive pieces of equipment. For the same reasons that you lock your home and car (to keep others out), you need to have some type of latest version of a Firewall & Antivirus protection on your computer. There is an Arms race out there between Malware producers and Antivirus software producers. and the War Escalates Hourly.
Remaining unprotected even for the short period of time it takes to Boot up your computer and manually start ZoneAlarm is a sure-fire way to become collateral damage in this war with Hackers and Malware.
The cost to prevent this and protect yourself is much less than the cost of replacing your computer and restoring your identity."
I strongly Advise you to Keep "Load ZoneAlarm at Startup" checked, unless you are Uninstalling ZoneAlarm..
If you can't run ZA at bootup then it is Better that you find an alternatively Firewall that you can keep always active.