Ok, I completely misunderstood the problem: I thought that a firewall you had notified you about Arovax Shield trying to access internet zone.
So back to the point:
The purpose of Arovax Shield is to monitor if something unknown is trying to modify some setting of your Windows XP. Of course it doesn't recognize if this behaviour is what you want or some spyware so it asks you if you wanna allow it or deny.
Arovax team is going to create a database with descriptions of all the items it is notifying about, but as for now the best choice is to use google to find out what each item realy is all about.
Don't hesitate to post here or, better, come to arovax forum Arovax forum