Zonealarm Program Control question involving .exe files

Everytime a new .exe file is accessed, is it automatically put in the Zone Alarm Program control? Reason I ask is that I have PGP (pretty good privacy) installed in my pc and use it to create self extracting encrypted files that have an .exe extension and then sometimes will execute these files.. I just was looking thru the Zone Alarm program listings and I see some or maybe all of these files listed (with question marks under the Access, Server and Send Mail headings). The paranoid side asks is this is the norm or could they be put there because an outside source has somehow compromised my pc?

 

Most of the programs on your computer will be listed in ZA.
Those with question marks under server/access, means they do not have access, but if you try to use one of those programs to access the internet, you would get a prompt to ask your permission first, hence the question mark. If an X is there, it will block access. Green check it has access.