Well, your computer won't be infected in this gap as your internet services will just have started and unless they have your IP and an open port, or you have a trojen virus, then there is nothing to worry about it. You can change your startup a few ways: change the registry keys in regedit from run to runservices folder, or I think it runs in alphabetical order, so in run, under regedit, local machine, software, microsoft, windows, current version, run, edit zone alarm to: aazone alarm.