Strange seceurity warning from firewall - should I be worried?

[Fallen Angel]

I'm getting some strange error messages from my newly installed firewall, ZoneAlarm (BidDefender got ditched for hogging system resources and generally slowing things down). It's only been installed about a week so it's still asking me constantly what's allowed to access the internet etc., but it's generally very well behaved.

I keep getting Security Alert messages (about 20 this evening) from it though that read:

The firewall has blocked Internet access to your computer (ICMP Unreachable) from xxx.xxx.x.x

Program: Generic Host Process for Win32 Services

(xxx.xxx.x.x is the IP address of my router)

This is what the ZoneAlarm site has to say about it when I click the "more info" button.

Anyone any ideas what this means in plain English and is it something I should be worried about?

I've scanned with AVG Anti-Spyware, Spybot S&D, NoAdware and done an In-Depth scan with NOD32, and they're all coming back clear.

The router btw is a Netgear, and I've got the wireless network set up with WEP-PSK.

Any ideas?

[Caz]

No breach in your security has occurred.Your computer is safe.

No reason to doubt that, but you may like to check that ZA starts with Windows.

[Giomanach]

Any good hacker would bypass firewalls etc.  As long as you get messages you're fine.  It's when the PC doesn't wanna work and you've had no warnings you want to worry :P