other then just having a shortcut on your desktop and manually running it, I'm not sure if there is a way that you can do that...you possibly could create a shortcut on the desktom that when you doubleclick launches zonealarm then ie...i'll look into it but zone alarm loading shouldn't take a whole lot of your boot time up
I could be wrong because I haven't used it in a while, but doesn't ICQ have a NetDetect agent or something like that to launch ICQ when connected? If I remember correctly, it had an option to add other programs to it.
If the above is correct, just remove the startup items from your startup menu and registry and add them to that NetDetect thing.
If you don't use ICQ, then I'm sure there's something similar out there.
Forgive me for asking, but isn't the point of a firewall to protect the computer from unauthorized access from the network? Don't you think you want that running all the time? Just running it while IE/OE are running doesn't do jack if it's not running the rest of the time. Assuming of course you have a dedicated DSL/Cable connection. If you don't, you don't need firewall software anyway.