ZoneAlarm does not to be constantly kept up to date (unlike AVG).
Firewalls are static pieces of software that do not need updating unless there is something wrong with them. Most of the updates that are issued for ZA probably won't affect you, but you can always go onto the webssite and check the release notes: click here
BTW, the latest ZA does not support WinME/98, so if you are still running one of these, you definitely don't want to update.
Anti-virus software needs frequent updates (often daily or even several times a day) in order to be aware of the "signatures" of the latest threats.