Well, I installed ZoneAlarmPro 8 last nite and played with Vista for an hour or so. No problems. However, today while using Vista I had a really bad timeout. I tried to wait it out but after 5 minutes or so I ended up pushing the power button. It seems, Murray, that using Vista and ZAP with one IE7 window works ok, but I've noticed that when I open up two windows and another tab, then the problem will appear. It's not actually opening another window and going to a link, it's clicking on a link in a page and having another window open (or having two windows open and then opening a tab). Surfing with one IE window doesn't seem to give me a problem; it's always been multiple windows. I don't have this problem when using NOD32 and Windows Firewall.
I returned Vista prior to installing ZAP and will play with this again. Like you, I'm interested in getting to the heart of the problem if this is truely is a Winsock problem or a problem with Ad Muncher not being compatible with other programs such as ZAP (or vice-versa).
Oh, I perserve because, frankly, Ad Muncher is the best program of it's kind. It's a little agressive sometimes, but it does what I want it to do. I would hate to loose it. AdSubtract Pro was great in it's day, as is Proxomitron (a great tool with a great learning curve!), but I've not found anything that works with IE as well as Ad Muncher.
Edit: I wanted to add that I've used Ad Muncher with XP using NAV 2005, NAV 2009, NOD32, AVG, Avira and IE7 with no problems. Presently using XP with NAV 2009 and ZAP 8.0.059 and latest Ad Muncher beta.