I'm not a pc windows person, but I've read other posts about ZoneAlarm affecting dwnlds. Sure, try turning it off & see if it makes a diff. There's more knowledgable pc people on this forum who might be able to answer this question or suggest other reasons for your problem. What is your objective? To burn an audio CD or an mp3 CD? If you have a CD-RW burner you could try burning it onto a CD-RW & trying it on a DVD player or other device that can play mp3's/audio-CD burnt on CD-RW media. It doesnt seem too good though if you can't play it on your computer properly. Or you can take my earlier suggestion & try another player. Google mp3 player or try
http://www.winamp.com/player/free.php which is quite popular b/c it also plays video media as well. Some players are more reliable than others.