Gave the main NEWS file its own IDLE section, and populated it with a
blurb about ZoneAlarm (etc) nags.
diff --git a/Misc/NEWS b/Misc/NEWS
index b645b4e..f62bb44 100644
--- a/Misc/NEWS
+++ b/Misc/NEWS
@@ -41,10 +41,20 @@
   was needed to actually fix the problem, the cache code was not
   restored.
 
-Tools/Demos
------------
+IDLE
+----
 
-- Calltips patches in IDLE.
+- IDLE displays a new message upon startup:  some "personal firewall"
+  kinds of programs (for example, ZoneAlarm) open a dialog of their
+  own when any program opens a socket.  IDLE does use sockets, talking
+  on the computer's internal loopback interface.  This connection is not
+  visible on any external interface and no data is sent to or received
+  from the Internet.  So, if you get such a dialog when opening IDLE,
+  asking whether to let pythonw.exe talk to address 127.0.0.1, say yes,
+  and rest assured no communication external to your machine is taking
+  place.  If you don't allow it, IDLE won't be able to start.
+
+- Calltips patches.
 
 Build
 -----