SR-71 Blackbird said:
Do you have any trend micro products installed?
Yes, there is a Trend Micro security suite pre-installed. Once I spotted their name in the Programs List I checked Always Allow and everything is ok.
Turns out the Trend Micro security suite has a built-in firewall, so I'll uninstall ZA since I shouldn't need it. Don't need any conflicts or other stuff running all the time.