Bad news.  Running two firewalls and two anti virus active scanners is a bad Idea.  They compete for the same system resources and cause crashes.

C:\PROGRAM FILES\MCAFEE\MCAFEE FIREWALL\CPD.EXE
C:\WINDOWS\SYSTEM\ZONELABS\VSMON.EXE
C:\PROGRAM FILES\MCAFEE\MCAFEE SHARED COMPONENTS\GUARDIAN\CMGRDIAN.EXE
C:\PROGRAM FILES\GRISOFT\AVG6\AVGCC32.EXE
C:\PROGRAM FILES\ZONE LABS\ZONEALARM\ZLCLIENT.EXE

Start HijackThis and tick the boxes next to all these, then close all browser and explorer windows, and tell HijackThis to "Fix checked".
 
O4 - Startup: Microsoft Office.lnk = C:\Program Files\Microsoft Office\Office10\OSA.EXE

    I couldn't figure out where i was suppossed to tick the first  4 or 5 items that you advised, but I deleted the 04 Startup process, hope that it works. Do you have any suggestions on which antivirus and which Firewall to use.

THanks for your help.

The first 4 items are the running processes for the anti virus and firewall and need to be disabled within the applications themselves.

Both applications are good applications and it comes down to personal preference as to the user interface you like. 

As I do not use McAFEE nor ZoneAlarm firewall I can't describe how to not start with Windows.

I am not sure if the McAFEE anti virus application is also running but McAFEE products are closely entwined.

I use AVG V6.0 and Kerio firewall.