First of all... ZoneAlarm firewall is dodgy. I've been using it a few years ago, but as soon as I became active on the Internet I uninstalled it. It prevented me creating/hosting games (EVEN when I opened the right posts) and a few friends of mine can't send file with
File transfer plus, because they use ZoneAlarm. (Read
this post by RicarDog).
It seems like a strange problem you experience with ZA.... I would to recommend another AV/Firewall, but if you don't want that....