Firefox checks for updates when it starts. To get to the setting for what to do when it finds one, go to the Tools menu, choose "options" then select the "advanced" button and the "update" tab within "advanced". You should see the choice to either ask or download without asking. Firefox updates aren't all that common so if this is causing a problem very often, it is probably something else.

If you're using the version of ZoneAlarm that includes anti-virus and assorted other stuff in addition to the firewall, I'd consider that a serious possibility. Virus definitions need updating almost every day and it is normally desirable for that to happen automatically. I don't remember for sure whether ZA's AV program lets you choose a time for doing updates, but that's a fairly common option in AV programs. If you have a firewall only version, the updater for that shouldn't be an issue more than once in a while. There are some other variations on what comes with paid versions of ZA too.