I found what caused the problem ! It’s a mater of 2 firewalls running at the same time.
Windows firewall at its own works well, and my zonealarm at its own works well too. But working together they conflict with each other.
Here is a document from Microsoft which may be useful:
Why you should only use one firewall
If you have more than one firewall installed on your computer, you should not have both firewalls turned on at the same time. Two firewalls turned on at the same time can cause compatibility problems that result in some programs not working correctly.
To help protect your computer against viruses and other security threats, you should always have one firewall installed and turned on. Windows includes a firewall that is turned on by default. (However, some computer manufacturers and network administrators might turn it off.) If you want to install and run a second firewall, turn off Windows Firewall.
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