ZA is an excellent firewall SW program but it does have certain issues. (some well known) removing ZA can solve these. otherwise configuring it properly will help, but it can be complicated.
if you are removing it, make sure you have other protection in place. i have a router which has a HW firewall. much safer and easier to manage.
generally:
hijack this, spybot. adaware and avg7 are all excellent progs for sorting out problems. and free!
all these are much better than most paid for SW.