...... your computer is not protected against network intrusions!

is the message that comes up every time i switch my pc on. It's a grey box at the bottom right with a yellow warning triangle, it dissapears after a couple of seconds. But the ZA firewall looks like it's working.
And today the pc has been running extremely slowly, i've had to restart it half a dozen times just to print something off. That may not be related as it coincided with swapping USB ports around.
ran a spyware (ZA, adaware and spybot)
and virus (AVG) search and came back with nothing.
Looking at the alerts and logs on ZA i notice that i haven't had anything happen today
which is a bit strange as last night there was a log every 5 minutes.
Any help would be much appreciated.

Operating System:Windows XP Home Edition
Product Name:ZoneAlarm Pro
Software Version: