is your new firewall listed under the startup items? start/all programs/accesories/run in the resulting box type msconfig and hit return , look under the startup tab and see if your firewall is listed there also look under the services tab and put a check in the "hide all microsoft services check box" then see if your firewall is listed there
fyi restarting Vista will do nothing for your memory , all it will do is restart Vista Superfetch (it precaches your most used programs into memory for faster starting) its not actually a good idea to run a game while superfetch is doing its thing immediately after a startup as it actually impacts on your performance ingame , your better of waiting 5 minutes till its "done its thing"
Vista is VERY good at freeing up memory when its needed by any application especially a game (trust me
) a reboot is not needed.
Exactly the same applies if you have superfetch disabled (not really a good idea its actually pretty usefull)