I have ZA version 5.5.062.004 working well with XP (SP2).
As for accessing the internet, by default ZA (and most other firewalls)
block everthing from going out. You need to "train" ZA to let selected
programs have access. Usually, ZA will popup a message about program so&so
is trying to access the internet, and offers yes, no, yes always, and no
always as options. If the program is IE6, Mozilla, Firefox, Netscape, etc,
the answer should be yes always. Other programs you need to decide on a
case by case basis.
If you accidentally say no always, then you must manually fix that from
within the ZA program control section.
A few "tricks" I have found:
1. If you have Norton products, add these to the list of trusted websites
in ZA:
www.symantec.com and liveupdate.symantecliveupdate.com
2. "Microsoft help and support center" should ahve green check marks under
"access".
Finally, with ZA working, you probably want to turn off the XP firewall,
since at best it is redundant.