In my personal experience linksys routers are a pain. Their wireless access points, however, are wonderful (I run an SMC router w/linksys WAP54G - nice because I can upgrade wireless hardware and still keep my router, or upgrade my router but still keep my wireless hardware). I installed a wireless G card on one of the machines here running windows 98. Had some bizzare problem where the software only partially showed on the screen. I was still able to set the thing up (and it's been working great since).
As far as zone alarm goes, try adding the subnet address as well.
As far as zone alarm goes, try adding the subnet address as well.