I am understanding your problem to be the same as mine.
I have a LAN setup using two computers. Both running XP.
Both computers are using ZoneAlarm firewall. The host
computer has not problem getting into the net but the
client stalls out and says that the "page cannot be
displayed." In my particular case, I discovered that the
ZoneAlarm firewall on the host was preventing the client
from getting into the net. I temporarily resolved this
by disabling ZoneAlarm and enabling the XP firewall.
Have emailed ZoneAlarm for help. I hope this is of some
help. I feel your frustration.