I tried out Little Snitch to see if it works like zone alarm and aparently it does. Although it gets very annoying unlike Zone Alarm so I decided to delete it. After deleting the program (apple + delete) it left this on the toolbar: that triangle sign with the exclamation point. I tried AppZapper on little snitch, but it wasnt able to remove it. How do I remove this??
Re-install it. After installation, double click again the installer.app. You will then be presented with an "uninstall" option.