Zonelabs support should have told you that some blocking of cookies or connections will cause this to happen. I don't see any XP issue here.
Just installed the free trial version of Zone Alarm about a week ago. I just noticed that from time to time I get this message on some web pages, the message is scattered about on some pages. Sometimes I cannot open the page and I have to resubmit, and then the page opens. Is this ZA doing its thing or do I maybe have some other problem. Win XP, SP2. Ran the usual anti-virus & anti-spyware programs, did not detect anything. In fact for the first time that I can recall, ADaware SE did not find anything at all. It usually finds something. Otherwise the computer is working just fine. Thanks for any advise. Eddie