I don't doubt it was connecting to Mozilla, just that the update for MS snipping tool would come from them 
Wait (the only internet based setting I found?), maybe it has something to do with the 'include URL below snips' option. It may automatically copy the link which may mean it needs a connection
(Although I may have completely misinterpreted how this option actually works...)
Can't find anything on the internet though...
come on there's no snipping tool update going on
but you might be right about the URL option I never cared about either really... I actually took a screen shot of ftp mozilla that I posted here earlier today, I've thought about it already, but that was long before I got this alert. The screenshot I took when I got the alert was ...hum...may be Mozilla firefox download page...not sure anymore, I took quite a few today...
I tried to reproduce the alert by deleting the blocking rule I made, but it doesn't happen anymore, nor do I see any URL included in the screen shot itself or in its properties when I make one from a web page.
