While searching through system activity log foun and error: "TrueVector driver: Driver install or load failure: LoadNTDeviceDriver. Win32 error: The system cannot find the file specified."
Googling for this error gave
http://forums.techguy.org/windows-xp/335147-solved-truevector-driver-driver-install.html As I understood firewall modifies (or removes, or replaces etc) some important VPN files from ZoneAlarm