Not a developer of the program.. but just a thought...
It's easy to resolve one way or another... Access the ZA settings and "block" it in the "Server/Internet" column.. If the program doesn't work, then you'll know your answer.. If the programs still works as designed, then leave it that way. You also won't continue to get the pop "allow/deny" request.
A number of programs, including ISP's with Internet Explorer and such, attempt to ping their program so they can stay connected or update, or confirm it's presence, etc.. SiteAdvisor DOES update.. Most don't require the "Server" setting to be "allowed".. Some do.. Changing the settings to "block" the server option generally won't cause an issue.. If it does, you have a decision to make.
Hope this helps.