How do I run Free Zone Alarm Firewall

Generally, that indicates a corrupt exe file. Uninstall ZoneAlarm, then configure Search to look for all files and folders, search-for-and delete any and all files and folders named "Zone Labs" or "Zone Alarm", reboot, then download a fresh copy of ZoneAlarm Free (appropriate for your particular operating system) to a folder of its own. Go offline, disable all of your security and privacy software (virus scanner, spyware/adware/popup blockers, firewalls, etc) and try to reinstall it.

It could also be a symptom of a virus/trojan infestation on your machine ... you might want to run a full virus scan before doing anything else. A good free scan/removal tool for a bunch of relatively current nasties is AVERT's STINGER. A few decent free online general virus scans are Trend Micro Housecall, Panda's Active Scan, Grisoft's AVG Free[/i][/u], and Symantec's Security Check Free Virus Scan