No.
You can shut down ZoneAlarm - right click the system tray icon, click on shutdown and OK the warning message. Start it up again via the Start Menu icon - it starts up windowed. Click on the X to send it to the system tray.
There is a setting to stop ZA starting automatically when Windoze starts - I'll get back to you with that later.
[This message has been edited by MAX REVERSE (edited 23 May 2000).]