It would certainly help if you could tell us the operating system you're using, the exact location of the files in question, the NAMES of the files, and whether you're using the ZoneAlarm firewall ONLY or the ZoneAlarm Suite which actually contains an antivirus??
In the meantime, I'm guessing that the files were detected in your System Restore files and as such, they're protected from antivirus deletions. That said, IF the files are located in the System Restore volumes, you should be able to make them go away by temporarily disabling System Restore using the instructions in the link below:
How To Disable System Restore
After disabling SR, then run a full system scan with your "up to date" antivirus program..They should be gone.
Hope this helps.
I dont know how it got on my computer but ZoneAlarm is telling me that 2 BAT.IRCFlood viruses are on my computer but ZA cant do anything about them and I cant find the viruses. If anyone has a fix PLEASE post it.