I have ZoneAlarm 5.5(basic) on my Home Ed XP SP2 pc. Sorry if this is a dumb question. The problem i have is that when i go on Yahoo! Chat im not sure if ZoneAlarm is letting my messages from being read by other people in the chat room. I also have Avast anti-virus.
Zonealarm (or any firewall) is not likely to be able to decide whether people in a Yahoo chat room can read you or not. If you can connect to Yahoo and if you can see what you type in a Yahoo chat room then so can the other people there. If this is not the case then either they are ignoring you or there is a problem with Yahoo's chat servers or a problem with communication between Yahoo chat servers.
I'm not familiar with Yahoo chat but if it offers any kind of direct chat between two people or file transfer then that could be separately influenced by a firewall.
Start learning about what your PC is connecting to, even if you don't understand it yet.