Using the Purdue VPN with ZoneAlarm

I setup the Purdue VPN connection so that I can get to the Exchange server without using OWA. ZoneAlarm was giving me trouble, and the Purdue page wasn't much help. They said:

Also, please check that you do not have a ** firewall ** in place that would prevent access to the VPN server.

No hints on how to configure the firewall.

Through Google, I found this University of Florida page that explained how adding the VPN IP to the trusted zone will allow the communication.

I added 128.210.239.21 to the trusted zone, and all is working well.

All I have to do now is figure out how to have Outlook automatically "dial" the VPN when it starts up.

UPDATE: While I have the VPN up, I'm receiving unsolicited scans and packets (probably looking for drones) that ZoneAlarm is stopping. I didn't think about the fact that this connection effectively bypasses the firewall in my router. I'm glad ZoneAlarm is there, but I'm wondering what might be getting through. Since I had to setup the IP as in the trusted zone, security could be a little lax. I'm only going to keep this connected when needed.