I would have thought that ZA bug would have been fixed by now

Seems to have been around ages, it seems there has aways been an issue with ZA not controlling it's processes properly. Follow Raist's post above and tell ZA to trust things like the modem, UBR, DNS servers etc that your connection is using and hopefully it will behave itself. If not I would suggest uninstalling ZA to try a different firewall.
Whenever someone posts to say they are having problems with their connection and ZA is mentioned, 9 times out of 10 it's ZA that's at fault, hence why I always pick on it lol.