It's a ME bug man. I have GoBack, same idea and ZoneAlarm and they get along just fine.
ME must not be well the TrueVector engine part of zone alarm is always running. So I guess ME thinks it's not safe to mark the restore point.
See they can't even Steal software properly. GoBack ingnores it and that is what system restore is based on.
GoBack is way better.
So welcome to ME world.. One more bug in a very very long list.
You might be able to fix it by turning off the log file and other parts of zone alarm thay may be writing to disk. Something is writing to disk and that is why it's not marking the point.