There is no protection when CFP just starts

When CFP starts with OS , I can see its icon from tray soon , but I find the firewall and defense+ don’t work for a moment , CFP wouldn’t block a program modifying a file or a registry key , and it wouldn’t block a new program connect to Internet at this time , programs can modify files and keys or connect to Internet easily , there is no protection . Later , CFP begins to work , it will give me alerts for some operations . If CFP exits and I restart it , the firewall and defense+ don’t work quickly too .
OS: windows xp sp2
AV: kaspersky anti-virus 7.0