I cannot connect to my VPN while ZoneAlarm is running. Updated September 29, 2017 07:49 ZoneAlarm will work with any VPN client based on the OpenVPN software. Most major VPN providers use and have an OpenVPN client you can use to connect to there service. Most custom VPN applications, L2TP, PPTP and SOCKS5 VPN connections will not work with ZoneAlarm.