system restriction message where no restriction implemented

First of all: I am the sole-administrator of my computer
(which is running WinXP Pro) and, therefore, have full
administrative rights over it and am so registered with
the computer.

Now the problem: I have found when attempting to run a
firewall (and its happened both with ZoneAlarm and with
Sygate) whenever I attempt to launch the application I
get the following message:

"This operation has been cancelled due to restrictions in
effect on this computer. Please contact your system
administrator."

(Incidentally, at least with Zone Alarm, I know the app
will generally run on my computer b/c on a first install
when it is launched automatically, there are no
problems. It is only on a subsequent launch that I
experience the problem)

When I go to check the Local Security Policies from the
control panel, I find that my settings are identical to
those of my partner's (on a separate but identical
computer with the same operating system); however, no
such message is generated on his computer. Moreover,
there are absolutely no policies set on the computers
with respect to software restrictions.

If anyone has any ideas, I'd really appreciate the input.

Thanks,
Zack