I use ZoneAlarm Extreme Security (presently version: 13.1.211.000) and I have the problem that it some times block downloads. One example is trying to download Payload 1 or 2 from http://community.eveonline.com/suppo...ine-installer/ where it simply stalls Untitled.jpg - the browser is just waiting for the download source to respond. I've had the same problem with various other downloads/programs (e.g. when the program EVE Online tries to update).
The only solution I've found to get the download started is to completely shut down ZA and I really really don't like that "solution".
I couldn't find a thread concerning this issue and I'm not even sure that it is actually a ZA configuration problem, but I hope you/someone can help me out here. This is enough of a problem that I'm considering changing to some other firewall... :-/