I think you'll find zone alarm is the problem, or at least I had the same problem when using it. You will probably find that you can reconnect without rebooting by making the connection before opening up IE6.
The easiest way to to this (IMHO) is to open the start menu,go to settings, network connections then right click on the connection icon and select create short cut. You will be asked if you want to put it on your desk top, click yes.
If you double click on the new icon your connection can be established, then afterwards open up IE as normal.
Sorry this doesn't get to the root of the problem but I haven't had time to get to grips with ZA yet.