I suspect that your PC is running low on resources at startup and it is taking a while for everything to load. I also suspect that the icon you see is the Windows Security Center icon and not the OneCare icon, but I could be wrong. As long as the OneCare icon eventually appears and is green, you're fine. You may want to review your startup programs to make sure that you are only loading what you actually need to be loading. Many programs load up your startup folder and system tray with worthless applications that eat up resources and do nothing except allow their program to launch faster if you decide to run it later.
-steve