Does the message telling you that updates cannot be retrieved give you any specific information? For example, Error: "LU1803: LiveUpdate failed while getting your updates", or something similar. If so your installation broken in some way and needs repairing. The repair depends on what the message says. Go to
www.symantec.com and in the search box near the top of the home page enter the error message Live Update throws up. This will probably show several results mentioning solutions for different Symantec versions of the program. Choose the one that matches your version and follow the instructions. This should fix Live Update.
If the message has no specific information similar to above then it is possible that your computer has been infected by something. Judging by the number of entries about repairing Live Update that there are on the Symantec website it's clear that it is prone to problems which is why I previously suggested it was probably OK to let luall.exe run after the Zone Alarm warning. Looks like I might have been wrong and the original problem caused by malware. The things that do target luall.exe have mostly been around for a while so there's a good chance of finding and eliminating them depending on how long its been since the last successful update. Try running a full scan of your computer manually and see what it comes up with.