It's time, I expect, to end my thread. I tried everything although I did slightly shortcut the probably excellent advice given to me by In rerum natura. In the end, after an inordinate amount of time and effort trying to make the bloody thing work, I capitulated and scrubbed Zone Alarm completely and installed the Tiny firewall which seems elegant, very economical of space and (fingers crossed) trouble free.
Thank you all for your efforts.