I had a similar problem. I’m not sure which version of ZA you’re using (firewall, spyware, whole suite?) but I am using the Internet Security Suite and this worked for me…
In the Privacy section (not Program Control) I went to the Site List tab, looked for my URL (www.stevhill.com) and changed the setting to Allow Private Headers.
Not sure if this will help you as I am running my site live on the web, not on localhost, but maybe you can adapt the answer …
Good luck.
