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First of all i dont' see Zone alarm installed
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*cough* cause it's crap *cough*
I had the ZA pro version and it did more bad than good, I have Kerio Personal Firewall now

I found a solution of the problem after googling for quite some time, and trying out numerous applications. I found a small file combofix.exe and it found the problem, it was some look2me spyware.
Thanks for helping anyway, yeah process explorer helps me sometimes, but this was a normal process infected with spyware (winlogon.exe).
Some dll files were infected somewhere in the system32 folder.