All you need to do is download it, open it and press the button "Test for Leaks" if you are running Zone Alarm as you say , you will get a request from ZA asking if you want to allow it to connect to the internet. Press NO then read what Leak Test says. It should say it could not connect to the internet. Then try again & this time tell ZA to allow it to connect It should say Connected. That is the test complete.