I was contacted by ZoneAlarm Tech Support.
I did a clean uninstall and then reinstalled, but my sound still did not work.
They emailed me back to see if my sound worked when I turned ZoneAlarm off and it did. Then I turned ZoneAlarm back on I now have sound.
I can only wonder if turning it off and back on would have worked in the first place.
Operating System:Windows XP Home Edition
Product Name:ZoneAlarm Extreme Security