I'm having similar trouble. When I logon to windows I have to wait for at least 2 minutes for McAfee to be up.
Everytime, right after I logon to Windows, I open Control Panel's Security Center and see that I have neither Firewall nor Malware protection for about 2 minutes. Since I am connected to the Internet via DSL when I start up my pc, does that mean I am open to attacks for 2 minutes? I want to know, what can I do so that McAfee is the first thing running?