ZoneAlarm has a programme Tab which includes all set rules to every programe that's tryed running. You obviously previously denied MSN from connecting to the internet. Find it in ZoneAlarm's programme control tab and give it back it's permissions to run.
Surf the internet un protected and the next problem you'll be receiving is that you can't log in your system.
Don't click "accept" for everything either... check the name of the programme running first. If it clearly reads Windows Live Messenger, then hopefully it's safe. if it's a programme you've never even heard of before, quickly do some web research on the name it's using. Make sure you check the file path of it also, if it's located somewhere dodgy like TEMP internet files, then it might be a Trojan of some sort.
Well.. Just look up on internet security!
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