If you are running Windows XP, use XP's built in firewall.
It's just as good as Zone Alarm's but perhaps you have both of them enable and the two of them do not get along. You can never completely unintall Zone Alarm without reformating your hard drive. The problem is with the "vector" system files that Zone Alarm installs.

You can try completely removing Zone Alarm in the Control Panel (Add/Remove Programs) and then just enabling Windows XP's firewall.
Then go to the Shields Up web site and let it test your ports. You will see that Windows firewall protects all the same ports as Zone Alarms.