I had this problem for the past month, but found that even when I'd shut Zone Alarm down, OFP was still hanging whenever I disconnected from a server.
No mention by Zone Alarm of any network activity at this point, so no idea what OFP thinks it's doing.
I have found that if shutting Zone Alarm down doesn't work for you, then uninstalling it will. A bit drastic, but it was the only thing that worked.