About zone alarm.
While we love ZA for blocking outgoing attempts the brutal truth is no one is supporting or fixing up ZA for Windows ME. Add the fact there is no known exploit if we put Windows ME up on the internet. That is unless the owner does something odd like turn on file sharing on their internet connection.
Given this issue is squarely ZoneLabs you'll have to keep asking the right people and place. My reply is more to get started over what we would have to cover to understand how this beastly OS works.