I have ran my own tests using Zonealarm and found that with network setting to medium there was no problem connecting with XoloX ( although it does take a bit longer to find nodes being firewalled ). As far as resources go, it was nothing out of the ordinary and ZA itself is a hog. If you set your level of security to high ( not talking about the internet zone setting) then you will likely get a 'socketdata' error since it can't connect.

I guess each system is different, but I imagine if you can't connect or are having problem using XoloX with Zone Alarm you simply have your firewall configured poorly.