You haven't asked a question Grandpajim, so I assume you are asking if you need to re-install ZoneAlarm after you upgrade to Windows XP,
No, you shouldn't have to. If your ZoneAlarm Pro is version 5.xx or 4.5xx, then it will work ok with Windows XP.
But, if you install Windows XP which also has the latest update, SP2, (Service Pack 2), and you have ZoneAlarm Pro v 4.5xx, then Windows Security Center, (introduced in Windows XP SP2), will not recognise that you have a firewall, and may pester you with the odd message to turn on XP's firewall. But that can be ignored as ZoneAlarm 4.5xx will still work ok.
There are no such issues with ZoneAlarm 5.xx.
I hope ths helps,
I still use Windows 98 SE, however I know a number of people who have upgraded to XP & I've used it some. I have been told that the firewall that comes with XP only prevents things from getting in, but does not prevent anything from getting out. I have also been told that Zone Alarm must be reinstalled once XP has been. When I upgrade to XP, I also plan to continue to use Zone Alarm Pro (I really like it and it is doing a great job).