I have just installed PC tools firewall and there is no icon showing in the system tray. There is a message that comes up saying that it is starting and may take a few minutes. I have ZA free installed and I disabled it. PC tools did not start even then.
You cannot have two firewalls installed in Windows without the near certainty of a conflict. Now that you have two installed, if it were me, I would uninstall them both, then reinstall PC Tools.
I did as you suggested and deleted PC Tools firewall and also ZA. I then reinstalled PC Tools with no luck. I also went into services.msc and tried to start pc tools with no luck.
ZA is hard to remove completely. There are various instructions around for getting rid of it completely.
If you check the PCTools forum, you will see that others are having similar problems to yours. I used the latest version for a few days then dumped it. Methinks they took it out of beta status too soon -- it's still got many bugs.
I've been running PC Tools Firewall Plus (free version) on a Vista Home Premium notebook for almost half a year now. The V3 that just came out sucks, but V2 is good. I've run it with and without Windows Defender active and it works both ways.