is it ok to have your home computer be a server?

I Installed Zone Alarm and it gives me the following
message when I turn the computer on:

"Zone Alarm alert

Server Program

do you want to allow SNMP Service to act as a server?
Technical information
Source ip: 0.0.0.0 Port 161
Application: snmp.exe
Version: etc"

I don't know why it is asking me that or I should so I
just say no.

Can anybody tell me what it does and why I'm
gettting the alert?

thanks in advance,

Sammy