When ZP uses a Codeen proxy it just opens up a white window with description, and somehow it starts my Windows Media Player and tries to play a blank file. It's very aggravating.
There is a filter IP-subnet on the filter tab.
There is a list of IPs for Codeen, you can load it from file in next format and forbid those:
StartIP1-StartIP1
StartIP2- StartIP2
...