Cannot install flash player

Hi all, when surfing the net I've noticed that on some sites there is a red X in the corner of what looks like a picture, but I cannot access it, then on others with the same red X mark I'm told I need to download flash player to view, however I thought that I already had it, so I've tried downloading it and installing it and all that happens is the install window just disappears and nothing else happens, I'm not sure but I was wondering if Zone alarm could have something to do with this, I've not long had it on my computer, I feel it could have something to do with some of the software I've been running over and above the regular freebies I've downloaded from the Major Geeks website e.g. Crap Cleaner, XP registry scrub, Blaster, Spybot and Adaware, in zone alarm in program control under Run a DLL as an application it has 4 x red X's, could this be the problem? any help would be appreciated.

 

Just to put people in the picture the sites I'm trying to view are estate agents websites, so if someone can help me with this flash player issue, it would be appreciated.