I believe you can set one. Try to fiddle with the options on your program section.

Personally zone alarm is not a very user friendly firewall. It conflicts too much with lots of program. One might even argue if zone alarm itself isnt a spyware.

I believe the free ZA does not have allow UDP option. I ditched ZA and purchased Norton Internet Security for RM200 at lowyat plaza and am happy with it. so much user friendly.

But if you could not afford Norton, I guess the best option is still zone alarm. Have u tried other free firewall?