Zone Alarm has always been "chatty" and annoying, especially their free edition. I lost all respect for Check Point (the makers of ZoneAlarm) when they started pulling crap like this:
http://www.theregister.co.uk/2010/09/20/zonealarm_scareware_flap/That's not the behavior of a software company I want to trust with my system's security. They've backed down somewhat from that terrible idea, but they clearly still view their free edition as an advertising vehicle, and every time it pops up a message at you, they call that an "ad" (and it is a
good thing in their view).
So, sorry, if you want to stick with them, I can't be much help. But, that is almost certainly their weirdness, and you're unlikely to get much help from them.
Microsoft's Security Essentials is free and not annoying, and Windows 7 comes with a fairly competent built-in software firewall. That, plus a decent NAT router, and good behavior (keep your crap updated when it asks you, and don't put it off, basically), and you don't need much else. If you'd
rather have a third-party tool, ESET has always been well respected, but I'd look for something paid.
If it is free and commercial, there
is a cost.