Very common problem with DSL.

usually you just remove all the listed programs from Zone Alarm, let it run again and it will query you as to what you want to allow through the firewall. So you let your browser and whatever other internet software you are using, and that usually works.

You also might have to uninstall ZoneAlarm completely. You should try your ISP helpdesk first though for specific compatibility info.
They might or might not support your problems with 3rd party software, but in this day and age most ISP's have an "approved" security software setup.