There is a multitude of reasons for this, you need to give more details. The best thing you can do is most probably to come over to the Shareaza Forums, there are already many threads covering this there, where you might find a solution.

Give more details, when does it freeze? What did you do that caused it to freeze? Is it on startup? If yes, at which stage?

Maybe you're using ZoneAlarm 5. ZoneAlarm is very bad software and should be avoided as it reports too many false alarms and causes problems with too many applications. Downgrading to ZA 4.5 might also help.