Ignore the update notices from Zone Alarm.
Unlike anti-virus software (which needs to updated daily to keep it up to date), basic firewalls (such as Zone Alarm Free Edition) are a 'once and for all' security solution. The update notices are simply a way to let you know that there's a new commercial edition available. This will have 'bells and whistles' which you don't need (and might even conflict with other software, such as anti-virus programs, which you're running). You can safely ignore these update messages.
If you ever do decide that you want to uninstall Zone Alarm Free Edition, you should already have the necessary program. It should be at Start > Programs >
Zone Labs > Uninstall Zone Labs Security.
Chris