This really is not an error or bug, but every time the game updates zone alarm prevents the game from starting and I have to reconfigure my fire wall. This only happens when the game updates or zone alarm updates. I have the free version of zone alarm. I was wondering if there is a way I wouldn't have to do this every time.
You could try setting your firewall to make an exception for anything that goes on in the PS2 installation directory, I get the same thing for League of Legends, but I'm too lazy to make a rule for it. Or more specifically make exceptions for these files: https://help.soe.com/app/answers/detail/a_id/37058/kw/firewall/p/5833
