Zeus is no more of a security concern than leaving your connection open with your default browser loaded. Think of Zeus as an automatic browser. There are millions of people using the net every second without firewalls. Zeus does work behind a proxy server or firewall. I run my Zeus behind a proxy server as all my computers are on one network sharing one ISP connection.
Nothing seems to happen for a while.
Zeus may seem sluggish to you when you try to control him with the Control buttons. He will act on your commands at the appropriate time. When choices are made or buttons pressed, these commands are put into a cache or storage for action at the appropriate times. Zeus is not meant to replace your browser. The Zeus application I downloaded is a Zeus 3300 .