In my case Start/Run "regsvr32 msxml3.dll" fixed the problem. I noticed I also had the problem with certain other panels not related to ZA. One of them was windows restore. I also had a problem with Microsoft's GWA which would not work. It was in trying to fix it that lead me to to the XML fix. I also installed the latest directX, but I think it was the XML fix that did it.
Operating System:Windows XP Home Edition
Product Name:ZoneAlarm Internet Security Suite