If you want to be stealth, you need to remove access privilegies to software on your machine. Starting from P2P programs, IMs, server based programs, etc...
It is a quite tedious job of finding which application is not allowing the stealthing. You have the ensure the network in ZA firewall zone is set to internet. Then start removing all ZA "server access to the internet" to all programs under the ZA program control.
The above changes may lead to software not able to work anymore. Be careful....
For 135/139 open --> Disable NETBIOS over TCP/IP
Use ShieldUp since PCflank can give wrong results.
P.S. Having closed ports is not a security risk