I am running ZA Extreme Security with XP SP3 and Firefox 5.0

I have discovered with some alarm that on bootup my Internet Protection somehow doesn't engage, yet it seems to be configured OK using the default settings. What would be the reason for this?
ZA has recently picked up several trojans and treated them, but surely these should be detected on first access?
The tray icon always says 'your computer is protected', even though the IP isn't engaged.