Firewall Problem

A friend is having the same problem with two Firewalls, Kerio and Zonealarm.

He has AOL Broadband and use AOL 8.0. When either Firewall is in use and all the access settings correct, they both allow internet access ie. web browsing through AOL, Opera, IE, or use Kazaa, WinMX, etc.
But if left unattended for a few hours, this access is stopped. So you can’t get on the web or download anything. The only thing you can access is AOL’s own content through AOL 8.0.

He believe’s the problem is with the Firewalls because if you click on a website through one of the browsers and its searching and at the same time shutdown the Firewall, it will load the website. Otherwise the browser will pop up a window stating ‘can’t access server’ after a minute or so.

So, can anyone help?

Thanks.