Since I don't use software firewalls, I can only refer you.
Many have said that posts in the Zone Alarm forums would indicate that the products do not work with Bit Torrent. The free version of Zone Alarm certainly does not support it
Some have posted that the Pro version of Zone Alarm facilitates port forwarding and should work with Bit Torrent Clients and Opening Ports in the Zone Alarm Pro would appear to support that theory.
Be sure to properly configure the listening ports on the Bit Torrent client before configuring Zone Alarm Pro.