Zone Alarm, when first installed, will ask for permission for programs to access the internet. This includes Internet Explorer and other browsers.
You should get a little message box popping up when one of these programs requests access. You then have to allow or deny permission. With browsers it is usually best to tick the little 'do not ask again' thing before allowing it to proceed, so that you don't have to do it every time.
You need to tell Zone Alarm which programs you trust.
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