I'm using Win8 Home Premium, wireless, ZA:
ZoneAlarm Free Antivirus + Firewall version: 11.0.000.057
Vsmon version: 11.0.000.057
Driver version: 11.0.000.026
Antivirus engine version: 18.104.22.168
Antivirus signature DAT file version: 1118015840
Web Identity Protections version: 1.5.393.22
All traffic are blocked but ZA can update itself, I found I have to set PZ to Med to use internet.
Before this drama ZA killed some malware or the like.
So I did a full scan and after a while ZA said it need "advanced disinfection" recommend close all other apps, I did as told and OS restarted by ZA.
FYI a "desktop.ini" in \system32 (?)was infected need reboot to rectify.
After reload I found the wireless has local connection but no internet access. However I can manually update ZA and other wireless devices work properly with internet.
So I disable ZA firewall and all traffic are back then I enable ZA and set PZ to Med also good.
Please let me know what other settings can help and what further info/log you need, thanks.