Try adding the plugin-container.exe to your Program Group.
It may not be necessary when you access some pages, but if your home page uses any content like Flash, that program needs to have Internet access right away.
And use Configure > Forget Hidden Messages
to reset the message about that program, that you've hidden.
XP Pro SP3 (Admin), Zone Alarm Pro Firewall, Malwarebytes Pro, Firefox 27, Thunderbird 24