I assume you are using the free version of ZoneAlarm. Open it up and go into the Firewall section. In the Zones section select Add >> IP address. On the next screen add the IP address of the other computer and give it a description.
One way to see if it is ZoneAlarm that is cauing the problem is to go into Alerts and Logs and look to see if it has blocked any files from the other computer.
Hope this helps