I have a similar problem, though I don't know how serious.
I too have lost the SonicWall splash screen, but the ZA buttons are still there and apparently operational. I have no indication that the spam flter is disabled, only the splash creen with the progress bar no longer appears.
Weird thing is that this only happened in Outlook 2003. All is OK in Outlook Express.
I suspect this is caused by MS Outlook Connector, which I got conned into installing!
I purposely use Outlook Express to route stuff from vendors so that ads can be canned easily.
Can one uninstall Outlook Connector?