You're not doing anything wrong - that's
RFE 12733 - Automatically minimize toaster on start up
You can put a shortcut to the toaster in their startup folder, though they will still be prompted to press OK each time (it'll show them the preferences page).
What might work -this doesn't work for everyone- is to go to properties on the shortcut > run in minimized window at startup. Reboot their systems, test that it starts minimized, then send them an email. If it doesn't pop up after the specified time change the 'minimized run' back to 'normal window' an reboot. (You can get it temp working by right click > settings > ok but they wont remember to do that each time.)
If they are on laptops they might see
Bug 14190 - Unhelpful error message while connection status changes a bunch...
Other things you might like-
FF:
http://www.zimbra.com/forums/users/10989-zimbra-toolbar.html ZimbraCheck Firefox Extension
Windows:
IMAP Notify Habitech