Send the avatar as an attachment in an email to my email address. Now, on to your problems:
You never told us what happened when you turned off ZoneAlarm and tried the game. I used it many years ago. It's is good but if not set right will cause issues. This is vert true of Norton Internet Security too.
Update your Windows with all of the latest high priority patches. All of them!
Ensure your XP firewall is on!
Then uninstall UT all the way again and after it says it's gone, go to your C folder and nuke the remaining UnrealTournament folder too.
Unistall ZoneAlarm.
Reboot.
Go to
www.hermskii.com and select the "How-To-Manual" on the left.
Download the manual and follow the directions exactly all the way through chapter 4. The first time you try to connect to a server to play with a totally fresh install, minimize the game and check to see if there isn't a box asking you to unblock UnrealTournament by the Windows Firewall. If it is there, set it to allow or ublock. Whatever you have to select to allow game packets to move through the firewall. Maybe someone can explain to you how to make sure this is set in XP. I'm too tired to type it up for you.
After the game is loaded with CD #1 only and after the 436 patch is installed put your ZoneAlarm back on and set it to allow UT as a server and as a game. Put a virus scanner on it too if there isn't one on it.
Let us know what happens. How hot is your CPU getting. Ask the PC maker how you can tell. She should know. If it is a AMD processor, they don't like anything above 60c. Let us know. Good luck. Don't give up. It isn't UT or Windows. It's something misconfigured. Full shut down crashes and reboots and blue screens of death are usually always heat related. Take the side covers off the computer. Make sure all the fans on the video card and processor are running. Hell, all the fans period for that matter. Do this step before all others. Check the fans! Make sure you set your UT gaming resolution the be the same in the game as on your desktop. I use 1024 X 765 at a fixed 75mhz w/32 bit.