Did you make sure XP's built-in firewall is disabled (since you're using ZA)?
- Start button
- Settings
- Control Panel
- Network Connections
- Right-click your active internet connection
- Properties
- Advanced tab
- [ ] Protect my computer and network by limiting or preventing access to this computer from the Internet.
If that checkbox is checked, uncheck it and click OK; otherwise it's already off, so just click Cancel.