Lourix   
I'm not too familiar with Zone Alarm but I do use Norton Personal Firewall and these two firewalls have similar functions.   
Now, what I have noticed with my firewall is that although I can put in a URL in it's "allowed list" if within that web page there is a redirection to another webpage with a different URL my firewall will not allow that page to be loaded onto my PC.  I guess that function is there to protect you from being auto-directed to a malicious web page by a criminally minded miscreant.   
Therefore, you have two options:   
1)  Find out what the intervening URL is for your chat room.   
2)  Temporarily turn off your firewall.       
UK Bob       |