i don't think they will interfere really. But at the same time i don't really see a reason to run both. Zonealarm will be more feature complete and give you more flexibility, but the nvidia hardware firewall will provide protection the instant the chipset drivers are loaded (one of the first things windows does when booting) as opposed to having to wait until windows has finished loading after you've logged in.
I haven't had a chance to use mine yet since i'm on a wireless network, but when i move to florida and will go back to wired i most likely will.