ZOne Alarm can be disabled by a few types of Trojan Horse programs, but first they must be downloaded by you to your computer. The only problems that I seemed to have after using Zone Alarm was that after a while it seemed to have problems starting up and would not initialize. Also if you uninstall it, you have to manually remove the original folder before installing again, as sometimes it will give install errors.
I personally use Sygate as my software firewall, I like the interface better and the logging features.
http://www.sygate.com/