IIRC...ZA is not particularly system-friendly at times.
It's not the only free firewall or the best free firewall...I suggest trying a different one.
If you still have problems installing, it's then a system problem that we need to solve.http://www.firewallguide.com/freeware.htm
I've used ZA, Comodo, and currently use Sunbelt. I've also used other paid firewalls.
They all work, with the differences being how they work and amount of detail a user wants to be exposed to, IMO.