Worked in Win2000 doesn't in XP... Help !

I used to have a Windows 2000 SP4 where UltraVNC server was working totally right, I was able t connect into it from another machine without any problem. 

I also had on it Zone Labs Integrity Client active, and UltraVNC was totally fine working. 

I just had to move to Win XP Pro SP2, installed Zone Alarm Firewall and UltraVNC 1.0.1.... but I am not able to connect to it. I also stopped and restarted ZA, then UltraVNC, it was recognised by ZA who asked for authorization, that I granted... no way, doesn't work. 

I stopped ZA, doesn't work. Of course Windows XP Firewall is deactivated. 

Aditional info: I tried to connect using Internet Explorer+Java applet, and they seem to start to do things. In fact, I get the password request in the viewer.... very slowly, but at least, it comes. Then, nothing more occurs... 

So, situation is:

ZA Firewall is shutdown
Windows Firewall is NOT active
Windows XP Remote access allowed.

BUT No way to connect  ..... Any idea of help ?. 

By the way, my Windows XP is spanish version for the case the language version implies any aditional thing to be done in XP (it didn't in 2000) 

Thanks in advance for any idea of help.