Windows Security Centre pops a messege at startup"Your firewall status is unknown. Please check windows security centre for recommendations." My zone alarm pro loads fine but the messege refuses to go. A scan by Spybot Search and Destroy removed a spyware called" Windows Firewall Disability Override" but at the next startup same messege appears. What's wrong?Is my firewall working? Please help.

Something's to try:

Ensure you are running your spyware removal tools in Safe Mode. Restart your PC, hold F8, select "Safe Mode" when prompted, proceed as usual.
Ensure ZoneAlarm Pro is up to date.
Also quick question - Have you installed anything recently? Rather interestingly I saw some post saying they had the problem and that it started after they installed Adobe Premier?!?

I use Sygate Personal Firewall, on my XP PC,and in Security Center,it tells me "at least one of your firewalls is working". It sure is Microsoft,my firewall is fine!
I also had trouble with Zone Alarm Pro,only I "lost" my mouse curser.It did not appear on screen.Difficult to navigate,as you can imagine.I did not have spyware,a virus,or anything on-board,so I put it down to a bad install.Three installs,uninstalls,and reboots later,(my curser did appear briefly,on each occasion,to carry out "repairs"),I gave up,and decided on Sygate.
I have Adobe Reader 7.0 installed,along with their Photoshop Album Starter Edition 3.0,and it all works fine.Zone Alarm is a well tested,and trusted piece of software,yet maybe "a few of us" are just unlucky.