I am running ZoneAlarm version:5.5.094.000. With previous versions of Zonealarm I have suppressed intrusion alerts because there were many and a nuisance. With this version the alerts are enabled but I have never seen an alert and when checking, it states there have been no blocked intrusions. I find this a bit worrying. Does that mean there have been intrusions which have not been blocked or there have been no intrusions at all?
Stay clear of v6!!! Search this forum for zonealarm or zone alarm and you will see the problems some people are having. There is a serious problem with v6 of ZA. Check out the ZA forum to see if new versions have cured the problems before considering v6. It is not worth the risk as removing the problem v6 can be extremely difficult.
Regarding your question, are you using a modem with inbuilt firewall by any chance?
I did have a problem with Zonealarm 6 some time ago and got shot of it and fell back to V5. Everything seems to be working fine except no intrusions at all are being logged. Harmless or not I cannot believe that there haven't been any. I am on ISDN and as far as I am aware there is no firewall associated with that. XP firewall is not active.