Having used ZoneAlarm free for many years, and even a long time under Vista, I have recently found that it was causing me to lose connection to the Internet after a couple of hours continuous use (while all the other computers I have on my local area network at home were working properly), forcing me to reboot.
So, if you're using the latest version of ZA Free, then I recommend using Vista's own firewall instead. It seems to have improved since XP's offering both inwards control and only allowing authorised local applications to access the Internet. Which is the same functionality (if somewhat differently managed) as ZA Free anyway.