I was expecting an executable file in an email and mailsafe changed it to .zl9. Now it won't let me run it. I get through to the screen that says if I'm sure I want to run it and I get a message that says I may not have permission to do that. I am the administrator and have all permissions. So what gives?

Operating System:Windows XP Pro
Product Name:ZoneAlarm Internet Security Suite
Software Version:5.x