Recently I have started getting ZA alerts when I shut down the PC.

From the Log:
"OSFW,2007/11/13,21:43:16 +0:00 GMT,UNKNOWN(0),Run a DLL as an App,C:\WINDOWS\system32\rundll32.exe,PROCESS,OPENP ROCESS,SRC,C:\Program Files\Zone Labs\ZoneAlarm\zlclient.exe"

Is it OK to allow? is there some setting to avoid the mssages (if Ok)?
If you deny, it tries about a hundred times before the shut down wins.

It has only started recently and seems to be only me (as an admin user) rather than than the other users (non-Admin) shutting down, though usually it is me that does the shut down.

AV & Spyware Scans are clear.

I'm using ZASS ...337 (as had to downgrade from 629(?) as per advice from support, but that was a while back).

Also got SpySweeper and Spybot running.

Operating System:Windows XP Home Edition
Software Version:7.0
Product Name:ZoneAlarm Internet Security Suite