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Security Center alert on every startup - Windows XP SP2

The Security Center in Windows XP SP2 verifies the security settings of your computer (checks the status of anti-virus software installed, and the definitions; whether a third-party firewall is installed or not). If the Security Center does not find a firewall or anti-virus installed, it sends an alert via the Notification area. This is to inform that the system security is at risk without a firewall or an anti-virus program. Note that the Security Center can detect only a specific set of anti-virus and firewall products/brands. In case you're running a firewall and anti-virus program which the Security Center does not identify, it continues to alert the user on every startup.
To turn off these alerts, try this:
Disable monitoring

• Open the Security Center ( Type WSCUI.CPL in the Start, RUN box )
• In the Security Center, under Firewall, click Recommendations. In the Recommendations dialog box, select the I have a firewall solution that I'll monitor myself check box, and then click OK.

Disable notifications

In some configurations, the above setting does not stick and the Security Center keeps sending the alert again. If that does not work, try this:
Click Change the way Security Center alerts me. Clear the check boxes beside the items for which you don't want to receive alerts, and then click OK.
To accomplish this via the registry

• Open Registry Editor and navigate to:

HKEY_LOCAL_MACHINE \ SOFTWARE \ Microsoft \ Security Center

• Backup the key by exporting this to a REG file. See here for more information
• In the right-pane, set AntiVirusDisableNotify (REG_DWORD) and set to 1
• Similarly, set FirewallDisableNotify (REG_DWORD) and set to 1
• Close Registry Editor and restart Windows.