ZoneAlarm (ZA) is a special firewall program. It blocks OUTGOING as well as INCOMING ports. Thus if you wanted to play FL (a FL client) you would do nothing about opening any INCOMING ports but you would have to open about half a dozen OUTGOING ports.

So in your case you need to place ZA in it's learning mode, then it will learn and remember all the OUTGOING ports FL uses so you don't have to open them each time you start FL. I always used to turn off the log notifications about what's happening at a port for the programs currently running, it just disturbs FL play. You may want to make ZA not ask for your permission every time you start up FL.

All this can be changed in the various tabs within ZA.

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Earendil
SysAdmin of Boston Freelancer server
See server rules and server news for more info.