Or try resetting your Internet Explorer options. Open IE6, go to Internet Options on Tools... go to the far right, advanced, and press reset.
Worth a go
And you could always shut down zone alarm whilst you visit the pages that dont work and open it again after?
Configuring ZA is quite straight forward if you just, in the politest way possible, use ya head!
Not saying you havent at all.. Simply that each option is such that a sensible decision/choice will give desired results.
Dan.