This might shed some of light on it:
'....The Pro version offers the same protection against Internet hackers and viruses as the free personal version of ZoneAlarm does, but adds e-mail and security tools, along with a few other extras.
.. Though it sheds the personal version's flashy orange color on its interface for a more businesslike gray, ZoneAlarm Pro's look bears a striking similarity to the personal edition. Both versions are fairly intuitive and straightforward, though Pro offers advanced tools (for example, you can decide which applications access the Internet and which ports they can use).'
There is a more in the article. Maybe it will help?
Also scroll down in this article where you see: Zone In On ZoneAlarm
The free and Pro versions of Zone-Alarm share the same firewall technology, but that's where the similarities end. For the firewall itself, ZoneAlarm Pro adds an Expert section where you can define specific rules for data entering and exiting your computer; if you're not quite satisfied with ZoneAlarm's basic firewall settings, you can tweak to your heart's content using the Pro version.
Also see: FAQ From ZoneAlarm
In all fairness, the dates of the articles may have some bearing on it. I don't use ZA's Firewall and wouldn't know. If the above doesn't provide enough information, there is always Google. Everyone's best friend.
I went to the Zone Alarm but it doesn't show the difference between the free version of the firewall and the paid pro version. I know the pro version has spyware protection but what else is different between the two????