ZoneAlarm has had an on and off history of incompatibles with Stock trading programs for years.
Unfortunately due to the the uniqueness of the stock apps and the fact we cant test such apps without trading accounts and such it is not likely we will be able to fix this.
But you should keep trying ZA configurations, security levels turning off features. You may find a combination that works with your stock app.
Maybe the stock app has a user forum, where other users talk about issues with the app and someone else has experience with ZA.
Its worth a shot becasue chances are no one here will have the same app nor does support.