pikei's dashboard

hello, after a "testing" week end I continue to have the same problems, this is what I've done:
- uninstalling SPF and all other security software, including AVG antivirus
- cleaning system registry
- several scanning for threats/malware & c. (all negative)
- restoring Win XP firewall
- installing only SPF 4.6.1861
I have the same problems, including the fact that Sunbelt Personal Firewall hasn't automatically disabled the Windows Firewall.
My questions: any incompatibility with Win XP ? a problem only for the free version ? and last, is it only a my problem ?
It's really fustrating and at this point, after 4 years, probably it's time to choose another firewall.
Is there something else I can do/check/test before changing ?
Thanks again.

Hello Peterh, many thanks for your reply.
I've exeminated the startup list (O4 autoloading programs) and the .exe for the firewall is non included, but after having checked I cant imagine what other security software could stop SPF from running. I dont know if I can post here the list of the other software installed, please remove it if this is forbidden: AVG antivirus 8.0, spybot 1.6.0, adaware 2007.
Is there a known incompatibility with other software ?
Can you suggest me a way to check it out ?
Thanks again.