Yes, its a tiny picture of a monitor with a little green and white shield over it.  Is it not there?  If not, does it appear when you expand the tray icons by clicking on (<) next to them?

In the beta, if you close the main program, the user interface closes but the protection keeps going.  We plan to change it so that when you close the user interface, it just hides to the tray as you mentioned.   But currently, if you click the X to close WindowZones, it just exits so you would not have the tray icon.

Is that maybe what happened?  Or are you missing the little icon even when the program is running?

I use Firefox myself, and its ok here, but if you could send me a screenshot of Firefox when this is happening, I'd like to take a look!

With Firefox active, press alt-ptrscr, then paste that into MSPaint, save it to a file, and upload it here (sorry, a lot of steps, I know).

Also, what version of firefox?

Yes, its probably a bug in WindowBlinds or in WindowZones (I actually think the former, since they misreport some critical mesasurements for fancy skins) but I'll see if I can dig into further.

Thanks for the report!