I've moved your post to the Tune-up topic as that's the main part of your issue.
Clearly, if you've defined Tune-up to run once every 4 weeks, which is the default setting, OneCare should not be running it daily. Are you sure it is tune-up and not the malware scan that does run daily, typically overnight, but immediately after boot if the PC was off at the scheduled time?
I think that you might want to try resetting the OneCare database if it is a scheduled Tune-up that is ignoring your schedule.
http://www.microsoft.com/downloads/details.aspx?FamilyID=4bc2594b-95ab-4235-b5b8-41656b38480f&DisplayLang=en
For your game, rebooting the PC multiple times in order for it to work would not indicate a problem with the firewall, since you're not doing anything different except rebooting. I think it would be worthwhile contacting the game manufacturer for help on that. If you want to confirm that it isn't the firewall, open OneCare, click on change settings and turn off the firewall temporarily. See if the game loads without the need to reboot. If it loads perfectly, you may need to add an exception for the game in the advanced settings for the firewall, but I think you'll find that this isn't the case.
-steve
