From old threads I found this is not a new issue. I think I've experienced it before also.
I am getting frequent variations of "Windows Explorer was prevented from changing the behavior of "Zone Alarm Extreme Security by modifying the file Winsysdir\Zonelabs*."
My CC cleaner erased much of my logs but another example is the same message but RunDLL as an app is the culprit. Memory also seems to tell me, don't depend on this one, that I received the same message re. ZA. In other words ZA was prevented from changing the behavior of--etc. etc. etc.
Right now ZASS is in the auto-learn mode. It seems to have moved itself from Max to auto learn in the last 24 hrs. Whether in max or auto-learn the result is the same.
I am using ZA Extreme Security up to date, Windows XPSP3.