Hi Polonus,
Yes, Kerio worked for me. ZA had some glitches on my computer (it wouldn't remember my applocation rules) so it had to go, even though it was more "user friendly": it passed ShieldsUp! "out of the box" but Kerio failed first time because I clicked the wrong option on a dialogue. (It asked me if I wanted to accept an incoming connection to a Windows application while at ShieldsUp! and I said 'yes' where I should have said 'no'.) Now I have it configured correctly and we are happy together.
Sygate Pro looks really good to me, and very reasonable as it's only a one-off payment, but the free version lacks features (i.e.intrusion protection) which the free version of Kerio has, so I'm sticking with it, being a skinflint and never happy to pay for something I can get for free.