It's been a long time since I have done a fresh install of PGP, but if my memory is correct, it does make the boot request after it is installed. What makes you think that this request is other than the expected one?
When do you receive the error message about the keyrings?
What version of Windows are you using?
What version of PGP?
When you refer to installation of PGP, is it actually the installation you are referring to? I ask because some people will say this when the are actually encrypting their disk after PGP is installed.