On a Limited user account on XP, a user (my kids!) can shut down ZoneAlarm and get to sites they can't get to normally.
There's a popup message like:
You may close ZoneAlarm Security Suite, but you do not have access privileges to shut down the TrueVector internet monitor.
If you proceed, Internet access rules will still be in force, even without ZoneAlarm Security Suite.
Are you sure you want to quit?
It makes no sense to let a user do this - it does not even ask for the password which ZoneAlarm requires for just about anything else.
It seems that this action renders Parental Controls null and void!
If I knew how to get ZoneAlarm out of the Taskbar, that might be another approach.
I've already blocked Windows Task Manager using ZoneAlarm Program Control.

Operating System:Windows XP Home Edition
Software Version:7.0
Product Name:ZoneAlarm Internet Security Suite