You probably have your problem solved by now, but just for the record:

Click on Help (top of ShareBear program window)

Window pops up in browser: click on Firewalls and Routers

Next Window: Click on ZoneAlarm Firewall link

There you find instructions for both Automatic and Manual configuration of the Firewall.

Additionally, double check under your Setup - Connections, that you have the correct number (6346)