Okay, thanks for the tip, increasing the "State" (Allow/Block) on those options (Change.../Install... etc.) should provide better protection.
I think the original reason I turned the OS Firewall off was that I was having the same problem - too high security was locking out parts of the system, but turning it off all the way does the same :O
I might try "Ask" or "Use Program Setting" and hopefully registry edits will still be permitted. ZA seems to be very sensitive in this area I think. lol.
Thanks a lot for your help anyway, I hope anybody else who has this problem has found this solution