BOFH

The answer to your question is, Yes it will be able to access the internet and mail copies of itself (Assuming you have Outlook as always being a to connect). Remember that Office products (Excel, Word, Outlook, Etc) are all interconnected and intergrate Visual Basic for Applications (VBA) therefore a macro virus could have ALMOST the same capabilities as a Visual Basic Program.

Now in regards to Zone Alarm Firewall:
Lets say you have Word , Outlook and Internet Explorer as always being connected...

The the virus could not only propagate itself through email (Courtesy of Outlook) , but it could also have the capabilities of downloading and executing a file from the internet (Courtesy of IE), as well as several other things such as editing the registry, etc, etc.. The possibilites are endless with VBA.

To top this off...If the virus creator anticipated a user having Zone Alarm...they could check to see if it was installed ; and then delete or corrupt it...

At that point it could use FTP (Courtesy of DOS) and download and upload files...

All with a macro....

I hope this has helped to answer your question!

Personal Note: Honestly, I would not use Outlook or Outlook Express for an email client, for the simple fact that almost 95% of the email-propagating virii/worms target Outlook Users