lsass.exe ?

So I just received a WSA warning that this is attempting to connect with the Internet and is not a trusted program, so I blocked it.
 
I did some research and found out it is an important process for windows.
 
Here’s what it looks like in the "allow/block" aspect of "active connections" =
lsass.exe in  c: windows system32
 
When I checked "allow" to see what it would do, automatically two active processes started up in the lower window.
 
There is usually "no" active process there and that’s the way I like it, so I switched back to “block.”
 
Will someone please shed some light on this subject for me.
 
                  Thanks,
                                    Gunner
 
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Also, when I went looking for it following the trail it is not there. I can’t find it.
I also tried using the start/search bar and it showed up but when I clicked on it the page flashed back to the desktop.
So I cant get it to come up