It's a file left over from removing ZoneAlarm. Try this.
Editing the registry is the fastest method, but you have a lot more potential to cause serious problems. If you decide to proceed, use caution. Deleting the wrong entry can cause applications to fail, your computer to become unstable or not boot at all. You've been warned, be careful! First, click Start, then Run, then type in Regedit and press enter. In Regedit navigate to: HKEY_LOACAL_MACHINE\System\CurrentControlSet\Services\VxD. Next click on the plus sign to expand it and you will see a long list of VxD's. Locate VSDATA95.VXD and highlight vsdata95.vxd then press the delete key to remove it. Close Regedit and restart your system.