1. Launch Zone Alarm

The screenshots below correspond to ZoneAlarm Security, but it also applies to ZoneAlarm Pro.

2. Select "Program Control" from the left hand navigation.
3. Find and select Vedivi from the list of programs (you should have two of them).
4. Left click on "Trust Level" ans select "Super" from the drop down menu.
5. Do the same for the other Vedivi entry just below.

6. Right click on "Access - Trusted" and select "Allow" from the drop down menu.
7. Do the same for "Access - Internet", "Server - Trusted" and "Server - Internet"

Well done, your Firewall is now configured for Vedivi to connect properly to the remote computer.
Restart Vedivi and try again to sign in to Vedivi.

You might still have to authorize the whole remote network (or some computer selectively). But normally, it should be enough (for a default configuration).