I used Zone Alarm until about a year ago, but unfortunately I don't remember enough about it to interpret the messages it's giving you. I can't think of any reasonable explanation for ICMP/PING packets not to have a source address.
I wish I knew what type of network you're connected to. Routers shouldn't forward packets without a source address, so there's a good chance that it's coming from your local area network. If it is coming from your LAN, you can inspect the MAC address of the frame to determine which network card is generating it (assuming that, too, hasn't been blocked). If you don't have a list of the MAC addresses of systems on your LAN, you can check a given system by running "IPCONFIG -all" from a command prompt and looking for the Physical Address. That will work for most versions of Windows.
I have to wonder why you want to stop it? 100 datagrams per day certainly doesn't constitute a denial-of-service attack, and ICMP datagrams aren't generally used for more sophisticated attacks.
This was first published in May 2002