First up, Cisco VPN client needs to enable either local LAN access or use Split-tunneling to enable browserlistings. With both these options disabled, your computer is essentially a part of a different network once the VPN client is active. All network traffic will then pass through the VPN gateway instead. If you can't reach the VPN gateway, check your firewall to ensure outbound UDP 500 for IKE. And, if possible, that you can PING it. Cisco VPN also requires that you use the proper group Authentication before actually being able to connect successfully. So verify that the host IP is correct and the authentication is OK.
If you're unsure which of the phases fails, start logging the events

Furthermore, there's no ZoneAlarm client either packed or shipped with any Cisco VPN client and never has been. Nor is it embedded as mentioned. There was suggested that Cisco would implement BlackIce back in rel. 3.6, but this never panned out. Guess they didn't come to a mutual agreement

If you look closely, there's an option called "Stateful Firewall (Always on)". This is not to be confused with a full blown firewall. It's just a packet inspector licensed by Checkpoint (Zone Labs LLC) to prevent inbound routing over VPN. You may leave this off (default) or turn it on for added security.
As for the 2 files mentioned, vsdatant.sys I beleive is shipped with the OS. It's datestamp makes me beleive it's part of the XP-sp2 firewall and came with the servicepack. Never seen it included with the Cisco VPN client.
The vsruledb.dll is nowhere to be found on my computer, so this file obviously came with another program (previous ZoneAlarm installations perhaps?). I've logged and gone over the files in use by the Cisco VPN client, and neither of the files mentioned are being accessed. Which makes me believe they are redundant files, or part of another application.
I'll wrap this up by saying that I've never experienced a conflict between the Cisco VPN Client and the Comodo Firewall (Pro). Only time I've seen a BSoD related to the VPN client, is when my Company IT-Policy forced an installation of Nortel's VPN client when the Cisco VPN client was already installed. Sometimes reading the manual really helps
