I only find Zone Alarm a nuisance when I've installed a new program. Have you tried the Google tool bar? That's very good for blocking pop-ups and you can do google searches as well. (Well duh, Mandy!) ;)
I have no idea what ZoneAlarm is, I'm assuming an antivirus software right? When I was having issues with tons of popups, I did a scan (with Norton antivirus)for spyware. Found 4 or 5 different spyware things on my PC, after I deleted all those (some were much harder than others), I've not had a problem with popups. May not be what's up with yours, but it's worth a shot. :D
ZoneAlarm's a firewall. It makes my PC invisible to hackers, spy- and adware. But it keeps telling me what if finds all the time! Quite annoying, but I've just learnt that I can set it to \silent; so I'm confident it won't be a problem for much longer. Phew!
annoyed
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I have Adblock as an extension of Firefox, which does the same. But thanks for the tip!