Parental Control is closely linked to the fact that you protect your Zone Alarm with a Strong Password. (that your Kids will not figure out), If ZA is protected by a password there is no way for them to close Zone Alarm unless you let the kids use your Computer on a Administrator account (so they may be able to close Zone Alarm by removing it in SAFE MODE).
In other words, if you have set a Password and logged out (of the Admin Account) then you can't shutdown Zone Alarm unless you enter the correct Password.
For an effective protection you need to:
1. Create a limited user account for your kids;
2. Protect the adminitrator account with a password your kids will not know
2. Protect ZA with a password (ZA overview --> Preferences)
3. Turn ON parental control
4. Log off of the Administrator Account (so that the Kids will not have Full Access to the Computer controls with Administrator privilages)
Whenever you need to access ZA, input the password and remember to log it out (ZA Overview --> preferences) when finished, otherwise you leave the session open and unprotected.
The above works best on VISTA and Windows 7. These OS's have drastically improved the way different accounts and permission are managed in Windows Vista and Windows 7.