I recently started with DSL, so I have become a bit used to controlling my intenet connection rather than being connected all the time. After I installed avast ZoneAlarm seems to come up last while the DSL connection is already up. I believe I was invaded yesterday in this gap. These backdoor worms sneak in so fast that if a few seconds is enough. These things do damage and the cleanup is often such hard work that keeping them off is best. The speed of the attacks is probably due to missing security updates, which I have been reluctant to install because of conflicts in the past. But I have installed them now. I hate depending on the reliability of these thing though I worry about the startup gap.

Is there any way to control the order in which these programs start up?

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.

I too think you will be alright, I have never heard of any one being exploited in the small amout of time it takes Windows to load the AV and firewall software. If you are really paranoid then perhaps you should look at all the start up programs with "msconfig" That way you will know if anything will try to access the internet while starting up. A second defence could be a hardware firewall between your DSL modem and your system. I use a Linksys broadband router/firewall and have had good results.