Where did you download it from? The legitimate CA site?
The window title you mention ("should not see me") sounds to me like it's some sort of a fake, and as such, the contents are unknown and may contain trash.
Regardless, you will need to uninstall, remove all traces, download a fresh copy and try again.
I would think that you ought to check your computer, in safe mode, for malware first.
eTrustEZ firewall is basically rebranded ZoneAlarm free firewall. I used to have it. No problems ever.
Edited by tos226, 20 July 2006 - 04:22 PM.