Running as a service in server 2003

This is probably a simple question, I used to use zone alarm until a latest zone alarm patch would cause my server 2003 to blue screen on restart (uninstalling zone alarm fixed the issue). Zone alarm would not run if I logged off of the box, I always had to lock the workstation.

I notice Comodo appears to be installed as a service. Can I assume that the firewall starts up automatically on a reboot and will continue to run if I log off?

The reason I ask is if I log out of the home server, then go back in a half hour later, there is a half hour gap in the activities log that nothing is recorded, just concerned that possibly nothing is being blocked…