[greencreeper]

Yes. I can't remember if it's just Zone Alarm or older versions of ZA Pro, but there are two processes - vsmon that does the access control and the client (GUI) that configures and controls vsmon. Shutting down the GUI does just that - vsmon continues blocking/allowing traffic as normal. It's a security thing to ensure that the firewall is running before anything else, and to prevent viruses from shutting down the firewall.

I've just checked with my copy of ZA Pro and shutting down the GUI does shutdown vsmon too.