Zonealarm appears unable to block the operating system from network/internet access, unless the internet lock is engaged.

System configuration:
I have a fresh install of Windows7 Home Premium 64bit (retail). I then installed the latest version of Zonealarm Free firewall (version 9.2.106.000).
I then went to the program control and blocked all server (trusted and internet) access; then I set all client access (server and client) to ask mode.

Tests ran:
I proceeded to launch internet explorer and attempted to access google.com which it did successfully without prompting me for an access decision.
I rebooted my computer and repeated the test, same result.
I installed the windows updates, which downloaded and installed successfully without prompting me for an access decision.
I engaged internet lock - this time explorer was blocked from internet access.
I installed AVG 2012.0.1869. When the program attempts to download updates, i do receive prompts for access decisions.
I installed firefox 7.0.1, and receive prompts for access decisions.

Any ideas?
Thanks.