In Zone Alarm, often the updaters from games and the actual game are two different programs, Zone alarm sees and allows one...or the other, and does not allow the second one. I have had updaters not work and had connections not work.
My hubby knows how to add the programs that you can either allow, sort of allow (limited access, but allow non server access) or prevent access altogether.
I had this issue ALL the time with EQ, sometimes patches took ten minute to 3 HOURS to get Zone alarm to be happy with the change. (anytime a program changes...Zone alarm tends to see it as a NEW program, not an update of an older one.)