Apar - are you running Pro or freebee version.
If you are running Pro, add the new executable to the exclude list manually. Otherwise, you'll have to figure out a way to alt-tab out when you try to connect - which for me = lockup.
I had to disable Zonealarm whenever I play Aces High.
BTW - Mcafee's firewall is 1000 times better than Zone Alarm.