Alright. I tried running a test.
I have a DHCP service running with ip range of 10.0.0.2-10.0.0.254. I hooked up a laptop with Win95 and had a static IP of 10.0.10.244 to test it. The machine I used with the scanner was on 10.0.0.3 and running Win 2000. Both machines were running ZA 2.6.231. I used NetScan tools to do a scan of the IP number, port scan, name server lookup. It still would not see the other computer no matter what I tried. I also tried to disable ZA on the Win2000 machine. But still no luck.
I also tried using the laptop to try and ping, telnet, and ftp to get into the 2000 machine, but to no avail. I have ZA, on the both, set up to only use the Ip range of 10.0.0.1-10.0.0.255.
If anyone else wants test this and see what there results are compared to mine I'm open for comments.

If you have no firewalls then your computer would be even a bigger target then a computer that has a firewall with a a small hole. Like Conf1rm3d_K1ll said you can patch up holes.