I too was beating my head against a wall trying to resolve the "will not update" issue. I've installed, uninstalled, updated ZoneAlarm and every now and again I got a message reporting that the definitions were out of date.
This latest issue was a few days ago. I opened a ticket with tech support to solve the riddle and was informed that I must have a proxy setting or malware on my system preventing the update.
A scan of my system did not produce any infections and I do not use a proxy. I decided to fire up various tools from Sysinternals and observe what was going on. After a few hours I found the problem - a check of ZoneAlarm logs confirmed the problem: ZoneAlarm was blocking traffic to the update servers. I added the network 126.96.36.199 / 24 to the trusted zone and anti-virus and anti-spyware updates were successfully downloaded and installed.
Checking for product updates shows finished but choices are Retry or Cancel. Maybe it's downloading the update but not showing an indication.
ZoneAlarm Security Suite version: 10.2.073.000
Running on Windows 7 64-bit