Just uninstalled then reinstalled ZoneAlarm Firewall (basic ... the free one) and now the Windows XP Alert icon (in the system tray) shows a white 'X' on red - over the security shield (ZA says it's running - zlclient.exe is running- so think I'm covered). When I go to the Windows Security Center, the 'firewall entry' is red. (I also have AVG 8 running.)
I went to the 'recommendations' and checked the box for my own solution (which I had never done before) and the security shield (in system tray) went away. Previously, I had only turned the XP firewall off and the shield was displayed in the system tray without the white x on red.
Doesn't really bother me (less for me to look at) but was wondering why now and not before?