In short, if you are having issues getting online since the security upgrade (that probably happened automatically without your knowledge, uninstall Zone Alarm, download the new version here, and reinstall. All should be fine)
ZoneAlarm updated after Microsoft’s DNS patch | Defense in Depth – computer security, hacking, crime, viruses – CNET News.com
Since Tuesday, ZoneAlarm customers have complained that access to the Internet was denied after installing MS08-037, a patch designed by Microsoft to correct a vulnerability in both the client and server Domain Name System packages within Windows. Earlier on Tuesday, a security researcher announced a massive, multi-vendor patch release to address a fundamental flaw in DNS that could allow attackers to spoof IP addresses.