A couple of people have given the information that you need..
1/ Zonealarm won't see the WAN IP so you don't need to worry about that
2/ RTFM.. Read The Flip'n Manual.. the Internal IP of the Modem is there

But as some one else mentioned.. go to the command prompt (Please guys if the OS we are talking about isn't win9x, its not F#$%g DOS so don't keeep calling it that..)
Type .. IPCONFIG

the returned values will be your DNS Suffix, local IP and netmask and your GATEWAY IP

example from my machine:

Microsoft Windows XP [Version 5.1.2600]
(C) Copyright 1985-2001 Microsoft Corp.

C:\Documents and Settings\und3rtak3r>ipconfig

Windows IP Configuration


Ethernet adapter Local Area Connection:

Connection-specific DNS Suffix . : xyz.internet.net.au
IP Address. . . . . . . . . . . . : 10.0.0.2
Subnet Mask . . . . . . . . . . . : 255.0.0.0
Default Gateway . . . . . . . . . : 10.0.0.138
oooops... mistake..

The above informatioon is in relation to ethernet connected Modems..
forgot about some USB Modems.. have a client with a DLINK and basicly the USB port is assigned the IP.. it is assignedby the ISP.. again you can get that IP useing IPCONFIG.. in this case you will need to be careful how you set zonealarm as warned earlier.. your IP will be variable..