Zone Alert problem, I think

When I went on line tonight, I noticed my zone alert icon on the bottom line had changed to a red square with a yellow X in the middle. I went in on all the problems listed in the "Help" part, but no where did they mention an X down on the bottom. Meantime, while I was poking different things, something kept coming up on my screen, saying "Time Out" something was taking too long. so I decide to ignore all of that and go onto Daves Garden. "Time Out" came on again. Every site I tried to access, it would come up and I could not get on anything. I finally out of desperation went into Programs and was able to unload the Zone Alarm. I really would like it back or is there something similar I can use in place of it? Or, what did I do wrong when that X came up in the first place????