ZoneAlarm firewall integrity

[doink]

I thought this free award winning firewall was ok, but now I'm not so sure.
I downloaded a stupid little flash based game from www.2dplay.com to install on my nieces very old permanently offline computer (she's 9)
Game title Romanius
Curiosty compelled me to play the thing and I was intrigued when the prompt "play other games" appeared. Fully expecting ZoneAlarm to do it's job I clicked the link and was amazed when Firefox instantly connected to the site cutting through what I thought was a firewall like a hot knife through butter. No alerts at all.
I have configured as follows:
cfd.exe broadjump client foundation - internet acess allowed (my ISP NTL broadband software) - no server rights
generic host process windows\system32\svchost.exe - internet acess allowed
windows\system32\winlogon.exe - internet acess allowed
windows\system32\services.exe - acess allowed
lsa shell export version , windows\system32\lsass.exe - finally acess also allowed. All other programs have to ask for permission to connect. Since I am running a very recent clean install of xp and thought I had set up ZoneAlarm to it's bare essentials I'm now paranoid that such a program can blatently do this. What , I wonder, else is going on and just how secure are we as internet users?

[Confab]

I�m pretty sure ZA is doing its job as it should be. You have given ZA permission for Firefox to access the net so when you click on the hyperlink all that is happening is that Firefox is connecting to the page you have requested. Another process or application is not getting past ZA. The game popup just contained a simple hyperlink, like all web pages do.

ZA is a very good firewall but if you are worried that your pc has been compromised in some way then do this.

Download and run CCleaner from here http://www.ccleaner.com/ Its free and removes all temp internet files, cookies, etc. This helps to prevent false positives when running virus and spyware scans.

Go to http://housecall.trendmicro.com/ This is TrendMicros site, run the free virus and spyware scan.

Download and run Adaware from http://www.lavasoftusa.com/software/adaware/ again this is free and will check you PC for Spyware etc

There are other free cleaners/checkers if you want some more but the three I�ve mentioned are some of the best.

[doink]

Thanks confab
Seems so obvious now lol, didn,t realy think this one through.
Thanks for your reccomendations.