To see how to set things are set as trusted in ZoneAlarm, check out this link:
http://www.zonelabs.com/store/content/support/zasc/homeNetwork.jsp?lid=zasupp_h
However, if you are currently accessing the Internet through the router, it probably is already set as trusted.
Your original posting lacks some information needed to provide you with very much help. -- What is your network configuration? Are you on cable or DSL (I suspect the latter because of your 2-wire system)? What is the make and model number of your router and of your modem? Does the router have any Ethernet (RJ-45) ports? Are your computers (how many) all linked by 2-wire telephone connections (RJ-11 or RJ-12), by Ethernet (4-wire), or by Wi-Fi? Are you trying to set up the printer as a network device, or share it through a computer? You see the type of information we need.
If you do not have Wi-Fi, or if your router does not support MAC restrictions, you do not need to worry about it. If you do need to access the router?s security functions, this generally is accomplished by addressing the router through Internet Explorer, using the router?s dot-quad IP address; see the router?s manual.
Your printer is network ready, as indicated by the N in its model number. The JetDirect card is an Ethernet printer server, and should be useable for networking if your router has a spare Ethernet connection. If you do need its MAC address, it should be located on a label on the card.
I know that some of this is rather general, but with more details on your system, someone may come up with more detailed suggestions.
Hope this helps a little.
Frank