Watchguard Firebox SOHO 6 User Manual page 163

The ZoneAlarm Personal Firewall
In the example above, the Internet Explorer Web browser
application has been launched. The application attempts to access
the user's home page. The program that actually needs to pass
through the firewall is "IEXPLORE.EXE".
To allow this program access to the Internet each time the
application is started, select the Remember the answer each time I
use this program checkbox.
Here is a list of some programs that need to pass through the
ZoneAlarm personal firewall when you use their associated
applications.
User Guide 141