I too cannot connect to AH while useing Zonealarm. I hit "Y" as others have said to do but my system does not leave the frozen status. I have to hit reset key on my tower, cntrl alt del doesn't even work.
I am particularly concerned because I just got cable ISP instead of dial-up and I really want to have some sort of protection.
Anyway, is there any other key besides "Y" to hit?