When you use this function, programs continue to run in the background. That means that if you change settings logged in as Administrator and then switch user to a normal user account, the program is still running with Administrator rights assigned. The user account no longer has permission to make some changes. 

This can result in "Unknown Process" errors and "Find Errors" (not even rights to get process information from the system), as well as making settings changes that are not remembered. In addition, some things (such as whether or not the tutorial has been run, and if the ZoneAlarm control panel has been closed) are stored in registry settings, and may not be remembered. 

The solution is to start the machine; log in with an Admin account; make any changes necessary; and then reboot. This is most important when switching between accounts that have different permission levels.