Finally, I think that the problem is not Zone Alarm or any other firewall program.
I noticed that there are websites that use security servers (such as banks etc) or other tricks that block any picture that may be taken (for security reasons obviously).
The main problem is that after I visit such a website, then I must restart the computer so that ScreenShot Captor can work again.
Hence, if other people face the same problem, it might be useful to have a routine that will "refresh/reload (or whatever)" the ScreenShot Captor without the nead of a reboot.