If you have problems with ZoneAlarm attempting to quarantine VNC, first ensure you are using the latest version as there is an exploit available for older versions of VNC which could allow malicious attackers access to the system without knowing the password. More information is available here:
http://secunia.com/advisories/20107/

If you are already running the latest version of VNC, open ZoneAlarm by going to the Windows START menu, Programs, ZoneAlarm and choosing ZoneAlarm Security. Go to AntiVirus/AntiSpyware on the left and click the Advanced Options button on the bottom right.

In the Advanced Options window, click Exceptions under Virus Management ("not" Spyware Management). Click "Add File" and copy and paste in the following line (assuming the VNC installations are using the same directory as below):
C:\Program Files\VNC\VNC\
* You must have a trailing backslash: \

Once complete, click Scan Targets on the left menu and then navigate to the last VNC directory and change the green tick to a red cross.

To ensure that VNC is now being ignored, you may wish to navigate to the last VNC folder in My Computer, right click it and choose Scan with ZoneAlarm AntiVirus. After this has completed, scan the C Drive as well and choose Ignore Always if ZoneAlarm finds anything relating to VNC anywhere, including in the registry.