Absolutely. It is common knowledge on Usenet that the latest version of Zonealarm will not allow the decoding of YEnc encoded files. I have personal experience with this and have read many, many articles about it. I was unable to download YEnc encoded files for weeks until I did the research and switched. I've been using Agnitum firewall, the personal version is free and does not block YEnc.
The ZoneAlarm website does not address it nor would they reply to my Email requesting help. Just my opinion :)
Brian M.
Perhaps it's a change made in the latest version. The version I'm using gives no trouble in the precise respects you mentioned.
Hmmm, I just fired up my copy of Xnews and grabbed some Yenc stuff just fine. Maybe the problem is your newsreader, rather than the firewall.