Personal sound zone systems aim at creating multiple listening zones within a shared space with minimum interference between zones, but the performance is often poorer than simulations predict and effects of nonlinear distortion are sometimes audible. This paper assesses the impact of nonlinear distortion on sound zones through simulations and measurements performed under anechoic conditions. Two sound zones, one bright and one dark, are created with acoustic contrast control using two loudspeaker arrays driven at 250 Hz. Nonlinear distortion is modelled using second or third order nonlinearities. Simulations show that nonlinear distortion degrades the acoustic contrast, which is confirmed by experimental measurements. The harmonic distortion is audible in the dark zone. Frequency resolved measurements reveal that harmonic distortion contributes to contrast loss, but nonlinear effects on the fundamental component are the main cause. Nonlinear distortion can be controlled through regularization of the loudspeaker control effort. Simulations and experiments show an optimum regularization range where contrast is optimized by balancing linear performance and nonlinear distortion.