I use Firefox all the time, and have AVG, ZoneAlarm and Spybot, so they can and should work together fine.
Have you completely removed Norton from your hard drive?
Open ZoneAlarm control centre and check your settings. On the left hand side is Program Control. Click on that and the programmes tab at the top.
Make sure both Firefox and IE are ticked.
Click on the Firewall tab, and reduce your settings to medium if they are set to high.
But make sure you have completely removed Norton from your system:
http://service1.symantec.com/SUPPORT/tsgeninfo .nsf/docid/2005033108162039