Zone Alarm question

easiest way is right click somewhere in the tray (near clock) and select properties/or start>settings>taskbar and start menu.
Then you should see the notification area near the bottom.
Normally you have the (hide inactive icons) checked and click on customize button.
Once in there just select the program you wish to manipulate and click on the behavior part of it to do what you wish.
Enclosed pic:
 

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