this isn't yer typical weird one...
.....so what else is new.....
I think it's a corrupt install, but let's try something before we do the ugly. Enable the Alerts for Privacy. The popup will show what's being blocked. If it shows something, then we'll go from there. If it shows nothing, then do a clean install as follows:
Click on Start -> Programs -> Zone Labs
Right-click on Uninstall Zone Labs Security, then select Properties
Under Target you will see the following line:
"C:\Program Files\Zone Labs\ZoneAlarm\zauninstexe"
Change it to:
"C:\Program Files\Zone Labs\ZoneAlarm\zauninst.exe" /clean (add a space and then the /clean)
Click APPLY/OK to save the new command line.
Click on Start -> Programs -> Zone Labs -> Uninstall Zone Labs Security
Click OK to run the uninstaller, and OK any security alerts that pop up.
Click Yes when prompted for the removal of all files and allow TrueVector to shut down.
Reboot
After rebooting, check for the following folders, and delete them if you find them:
"Internet Logs"
"Zone Labs" (under your Program Files folder)
"Zonelabs" (under your Windows System32 folder)
Empty your recycle bin
Reboot
Install the latest version.
I'm confident you'll be back with bad news......