[EDIT: MOVED TO SECURITY]
Yeah your post kinda was in the wrong place lol but I like the use of the general tech support as you were unsure
Anyway I have started to see a lot of posts about ZA and would advise you to make sure that your PC is fully up to date (update XP etc) also is there not a setting that lets you specify web addresses that it will automatically allow to access? When I used ZA a few years ago you could do that but the newer versions I not sure about.
If I were you I would (like I did) move to using Sygate Personal Pro (google it) as your firewall. I have been using it since giving up on ZA (too many error messages for my liking) and have never once had an error or problem with it.