If the question appears and you are using ZoneAlarm Free you should click NO, because privacy features are not present in ZoneAlarm Free this will
not turn off webshield transparent mode proxy.
If you have already installed, use a text editor and edit the avast4.ini file, the default installation location is C:\Program Files\Alwil Software\Avast4\DATA\avast4.ini (I would advise you copy avast4.ini before editing it, just in case).
Locate the line containing ZoneAlarmCompatibility= and delete that line or, if you want to keep this line, set it to
0. Save the edited avast4.ini file.
If you are using ZoneAlarm Pro and Privacy Control in ZoneAlarm is set to High and if you click YES in avast comptability dialog box the transparent mode proxy in webshield will be turned off you have to manually configure browser to access internet. To manually configure your browser watch instructional video. In this case, the value ZoneAlarmCompatibility=1 should be at avast4.ini file.
More info:
http://forum.avast.com/index.php?topic=1647.msg15960#msg15960
