Video Security Software Problem With ZoneAlarm Internet Security Software?

Problem with ZoneAlarm Internet Security software? - video security software

I have the latest version of ZoneAlarm Internet Security. I'm not very good with the use of this software, even though I saw the video tutorial. One thing you should know that if I closed my computer shuts down zonealrm says not responding. and then some letters and two options OK or not. Why is this so? when I close my computer must be switched off automatically, is not it? Where is the problem. If it is set up to do .... or .. What?