I have XP home (with AVG free) and fought this issue for quite a while where ZA would sometimes never completely start up (it would just stay on "initializing"). The problem seemed to happen about every third startup, sometimes every other time. At times though, I could restart 4 or 5 times and it still would not work.
I finally started doing this, and it is working. If I get the message that it is initialing, I open up my AVG User Interface (via the symbol on the taskbar), open up "tools" and "advanced settings," then click on the "Resident Shield." I disable that function.
Then I restart, and Zone Alarm ALWAYS comes up okay. So then I immediately go in and reactivate the resident shield.
Clearly ZA and AVG aren't playing together nicely sometimes. (And I did download the fix from here that was suppose to fix the issue, but it did not seem to work.)
Anyhow, just thought I would post this here in case someone else is having the same problem. Maybe this will work for you. It's a bit of a hassle, but nothing compared to restarting the computer 5 times.