Set up your network with the windows firewall. When the laptop is working to the internet, open a Command window (Windows\System32\cmd.exe)
In that window type ipconfig/all and press enter. Note the IP address of the laptop's ethernet port (something like 192.168.0.2) (or whichever network port is connected to the host pc).
Now enable ZA and disable the windows firewall. Open ZA's management console and open the Firewall tab. Click Add.
In the box, add either just the IP address of the laptop or (better) add a range of three or four addresses (eg 22.214.171.124 - 192.168.0.5)
OK your way out of ZA and test.
Also make sure that the laptop's firewall will enable you to access the Internet Connection Sharing address on the host pc (usually 192.168.0.1)
Best of luck