The Acronis Secure Zone is a special partition for storing backups on the same computer that created the backup. The current Acronis True Image 2013 creates the zone as a FAT32 partition.
When you click Acronis Secure Zone on the Tools and utilities tab, the program searches for the zone on all local drives. If the zone is found, the wizard will offer to manage it (resize, change the password) or delete it. If there is no zone, you will be prompted to create it.