Probably not so funny for you.. You should have been there. LOL
Your log is clean. That is a reason for joy and happiness
And you have started to better protect your system.
Please do have a look at my site about removing and preventing spyware.
The ZA alert is strange.
Can you find C:\Windows\Internet Logs
Rightclick that folder and choose to Rename it to Oldlogs
Close IE and open it again. See if you can access here. (You can also use the link in the notification mail)