I have Zone Alarm too, but don't remember it asking me to disable it in device manager as it is not a device, but a service instead.
To disable it:
1. Right click on the ZA icon in your system tray (lower, right corner)
2. Click "Shutdown ZoneAlarm Pro"
3. Click yes in the pop-up window
This might be a little different because I have XP, not ME, but should be similar, if not the same.