ZoneAlarm has never supported Netscape 6/7 insofar as ZoneAlarm's Privacy Settings are concerned. I just leave them turned off. I use ZoneAlarm for what it does best, firewall protection.
Both Netscape 7.01 and Mozilla 1.2.1 have their own cookie controls and pop-up ad blocking, so this almost negates the need for ZoneAlarm's help in this area. Download Netscape 7.01 to get pop-up ad control. Uninstall 7.00 and then install 7.01. You will not lose any E-mail or bookmarks. Netscape 7.00 (which did not have any ad blocking) works well with Prefbar which gives you that ad control back.
Mozilla 1.2.1 does have a filter log that can be read. I do not believe that Netscape 7 has that feature yet.
(Sorry about using IE and posting so quickly. I'm in a bit of a hurry. I'll check back later.)
UserAgent: Mozilla/4.0 (compatible; MSIE 5.5; Windows 98; T312461)