Zone Alarm hosed the TCP/IP socket on the Windows 2000 machine I was trying it on one time myself, it was impossible to fix even trying to remove everything down to the LAN card driver. I don't recommend the product, or any free product for security. Basically, you get what you pay for, or likely a whole lot less.
You could try picking up a Linux based Livd CD like Knoppix. You can usually find them attached to Linux magazines. This will let you boot from the CD, and then mount the hard drive so you can go in and delete any files that are giving you trouble. It will also let you access the hard drive to back up any data that you may need if you are forced to re-install from scratch.