How vulnerable is my PC during bootup?

When I boot up, my system, which is "always online" is vulnerable, isn't it? That's the time between pushing the button to start booting up and the time when Windows 98SE is loaded and I can make the ZoneAlarm padlock icon turn red - stopping ALL internet traffic.

I'd like to have an idea of just HOW vulnerable my system is during that interval. ZA is great, but only protects me when it is loaded into Windows. Also, being an older OS, my ZA isn't the highest version. Malware gets through at times, and I wonder if that happens during bootup.

There are always occasions when I spend some time before loading Windows. Such as doing scans in DOS or doing some stuff in Safe Mode. Am I online and vulnerable? Should I turn OFF my modem until Windows is fully launched?

A recent upgrade by my IPS gave me fiber optic lines (wow!) and a new modem. I no longer have to start TangoManager to go online; I just click the icon for my browser. It's cool. Except for this little worry.

Anyone know how vulnerable I am during bootup?