|Are you sure it happens "only" when ZoneAlarm etc. is/are enabled?|
Erratic rodent behaviour can frequently be (but not always) due to less than clean rodent privates, and internal rollers...
Conflicts with another device may also produce the problem.
To (safely) test the issue re' ZoneAlarm etc - just come of the www whilst you run/test/check if it the problems goes away with ZA etc. disabled?