After installing the latest version of ZoneAlarm firewall, the shortcut icon did not appear on the desktop.

After consulting this forum, I obtained instructions on how to get the shortcut icon onto the desktop. I followed the instructions and the shortcut icon then appeared on the desktop.

The problem now is that when I click on this shortcut icon, nothing appens. The tiny hour glass symbol appears for a few seconds, and then nothing.

How can I make the shortcut icon on the desktop open ZoneAlarm?

Thanks for any help available.