keno,
Firstly, let's try this. Go into the Alwil folder under Programs and look for the file ashdisp.exe
Double click on it and see if the "balls" appear. This file controls them. If the balls appear, then you need to see if the file appears in your startup menu.
Usually, this is caused by a file corruption, and a "Repair" operation most often is all that is needed.
It sounds like the AV program itself is working, but unless the "A ball" appears, you most likely do not have the Standard Shield, Web Shield or (optional) Network Shield running.