Firewall problem?

I have ZoneAlarm, and it wont let me set the Internet Zone security to high, when i go to a page i just get an error saying page can not be displayed (i use mozzila) I check off under advanced in firewall tab the allow outgoing DNS/DHCP in trusted zone on high setting and i also checked off Allow outgoing DNS/DHCP in internet zone on high setting and now i can actually go on the internet, are these safe to have checked? i have Spybot S&d, and Symantec for my anti spyware and anti virus, thanks for the help OS is win XP Pro SP2 (if thats any help lol) and yes my windows firewall is off