Open the task manager and end all Zone Alarm processes, then try to uninstall.
You're aware that you can export your contacts list, arent you? No offense...
Try this: http://support.microsoft.com/?scid=kb;en-us;837869
If it's a different error message, just copy/paste it to your favorite web search engine (whatever happened to altavista?) and do a web search. Most of these problems have been solved before.
Good luck.