I was wrong. .NET 3.5 is required to be installed. The new Site Check feature requires it. This is new in version 11.0768.000
So when its not detected we will attempt to download and install it.
In your case since the .NET installer we download from Microsoft is crashing when it runs (not a ZoneAlarm crash ) I would suggest you run the windows update utility and just update EVERYTHING. Don't leave anything out there is no reason to do that at all. Install all critical , non-critical and all other updates of ANY type.
Yes installing all versions of .net and all the patches for .net can take a Long Long time, but to avoid issues in the futures it better to bit the bullet now.
After you done that then install ZA again. ZA will not need to download and install .Net again.