Zonealarm doesn't give me any problem with IM. You probably clicked a 'deny' at some point. Open up Zonealarm (double-click on the icon in the menu bar at the bottom), click 'IM Security' in the left hand menu bar in Zonealarm, and see what your IM security is set to. Mine is set to off, because I don't use it enough to need it. I would make sure it is no higher than 'medium'.