If you click on the message of you have 1 unprotected item, it will show you the item in grey.
Try unprotecting all items, wait ten seconds, then enable all items.
See what your results are. You did update it before you enabled the protection?
I have Windows XP..broadband connection. use 99% of the time Mozilla Firefox. Have also Ad aware and Ewido...the last few days my spyware blaster that always says all is protected..has been having 294 unprotected in "restricted sites" the IE and Mozilla still say all enabled. I click to enable all and then it goes to 32 ...click again...28...again...back to 0...then it is ok for a while..then next day again 294...I uninstalled and then did another download of it...same thing happening. Anyone have any idea what the problem could be??