Well ZA Pro 4.5 is getting a little long in the tooth, now it is version 6.5, so aside from improved security elements, it might also help with compatibility ?
That adding 127.0.0.1 to the trusted zone seems strange if a trusted application ashMaiSv.exe should have full access, but if it is a solution that works who am I to say its strange
There have been reported issues with ZA Pros Privacy functions (on later ZA Pro versions) but that only relates to the web shields transparent proxy. Since you are using XP the email scanner is also transparent. Previously there have been issues with ZAP forgetting an applications settings, even when allowed access, one of the options is to delete the entry and then try to collect your email ZAP should ask permission again, allow full access.
Some light reading on Zone Alarm 6.5
http://forum.avast.com/index.php?topic=22050.0 there are some other topics relating to ZA 6.5.