I take the manufacturer's word on this issue:
"If you install ZoneAlarm on the ICS computer, set the Security level to medium. ZoneAlarm will still provide application control to the computer running ICS, but not protect the network. You can then install ZoneAlarm on the other computers and all the features will work properly. Alternatively you can add your computers IP addresses to the trusted local Zone on the ICS machine, and leave the local security level to medium or low, and it should work fine."
..and doubt that there is a fix.
SyGate costs the same as ZoneAlarm Pro and is a better NAT than Win 98 SE. SyGate (http://duxcw.com/digest/Reviews/Network/sygate/sygate.htm) includes a firewall, but it does not look as sophisticated as ZoneAlarm Pro. You may want to look into it. You may also want to consider a hardware solution such as the SMC Barricade router(http://duxcw.com/digest/Reviews/Network/smc/smc7004br/smc7004br.htm). It costs more than SyGate, but includes a four-port Ethernet switch. It has a firewall that absolutely stops Shields UP! (https://grc.com/x/ne.dll?bh0bkyd2) Internet pentration testing cold. Shields UP! can't even find a computer on the other side of the Barricade to test = total stealth. Larry.