Hi MrWang
Avast and ZA do have some minor compatability issues however I have been running both sucessfully for a long time now.
As an alternative to ZA I suggest Comodo Personal Firewall
ComodoFree ProductsWhen Updating or Reinstalling ZA to save a few problems you may like to follow these steps as
Suggested by ZA
1.All version but the Free Version backup your settings in ZA using the backup button. This creates a XML file saving your current settings remember file location, may be needed later.
2.Go into the start menu and the Zonelabs entry and right click on the uninstaller and select properties.
add /clean
"C:\ProgramFiles\Zone Labs\ZoneAlarm\zauninst.exe" /clean click apply/OK.
3. Open ZA Program and turn off the load on boot option, reboot and then run the uninstaller "C:\ProgramFiles\Zone Labs\ZoneAlarm\zauninst.exe" /clean
4. Delete the contents of your Temp Folder. Win XP location C:\Documents and Settings\user name\Local Settings\Temp
6. Find the folder named Internet logs and delete contents. Usually something like C:\windows\internet logs.
7. Empty your recycle bin. ZA should be gone. Reboot
8. Run ZA installer
9.Restore settings if using payed version.
10. Free Version shutdown ZoneAlarm right click on the ZA Icon in the system tray / shutdown.
11.Reboot
Hope this helps