I have the ZoneAlarm Internet Security Suite and Windows XP. After installing a new Windows update (KB951748) yesterday, I suddenly found myself unable to set ZA to the highest setting ("stealth mode") and connect online. I could browse the Internet if I used the "medium mode" (which means I'm protected but visible), but I wanted to find out what was wrong.
So after getting angry at ZA, trying a few different settings within the program itself and rebooting a couple of times, I decided to look at ZA's website to see if any help could be offered there. Fortunately, I wasn't the only person having these issues and there was already a workaround in the form of an update to ZoneAlarm.
The update for ALL VERSIONS of ZoneAlarm is here which includes: ZoneAlarm Internet Security Suite, ZoneAlarm Pro, ZoneAlarm Antivirus, ZoneAlarm Anti-Spyware, and ZoneAlarm Basic Firewall.
If you're interested in trying out ZA, you might want to know that only ZoneAlarm Basic Firewall is completely free, whereas the others require you to purchase them (although they do have trial versions). Unless you want an all-in-one suite, the basic firewall is perfectly fine, since you can get free virus scanners (AVG, for instance) very easily and there are numerous spyware/adware removers to be downloaded all over the Internet. When my license runs out on my ZA Internet Security Suite, I probably won't renew it. It's very good, but I don't know if it's really worth the cost and it seems a little invasive for my tastes.