You really only need one Firewall and it should be at the "server". If you are using something like ICS or other proxy you really don't need the firewall. If you want to use it your ZA needs to be set up like this, go into the advanced settings and on the general tab set "This computer is an ICS gateway" and set the local address to 192.168.0.1
Go to the local zones tab and go to the adapter subnets list and select the adapter for your local network. Click apply and try again. The ICS server should also be set to allow DNS and DHCP
Go to the local zones tab and go to the adapter subnets list and select the adapter for your local network. Click apply and try again. The ICS server should also be set to allow DNS and DHCP