Zone Alarm is known for causing issues with various programs and internet settings. Some of which make you have to uninstall the program to get said things working again. There are many times where even uninstalling the program will not work, and you will have to do a reformat to get rid of all the crap it leaves behind so you can get your connection back - Just like it is with Norton.
Do a search on google for "zone alarm sux" and you will find tons of posts about the issues.
Also, I do not believe those review sites. They are biased to whatever company pays them the most money. Just like GRC.com - He is always recommending ZA, but what he doesn't tell anyone is that he gets a cut of the profits ..
One more thing lol. If you have a nat router; you do not need a software firewall anyhow.