This is a strange problem that been reported by others and is not limited to XPSP3. I've encountered it on occasion on Vista machines, but not at every boot.
The next time you boot the machine, before opening OneCare, go to Control Panel/Automatic Updates and review the status there. I suspect that OneCare is not getting the right information about the status of AU and that the correction is to click the link in OneCare to poke AU to "turn it on" although it already is on.
You may want to consider reinstalling OneCare, though recognize that this will mean that many settings will need to be reconfigured. Also, be sure that you know the subscription LiveID from OneCare Help/About for activation via the Subscribe link after the reinstall.
You can also contact support -
How to reach support (FAQ) - http://forums.microsoft.com/WindowsOneCare/ShowPost.aspx?PostID=2421771&SiteID=2
-though I suspect that they will also suggest a reisntall.
I move your post to Tune-up, by the way.
-steve