Forum:Zenmaines vs. Divine Wrath

I was having a duel in Dueling Network, and my opponent's summoned Wind-Up Zenmaines, I had Divine Wrath set, so I attacked Zenmaines, my opponent used Zenmaines' effect and at the end of the turn he tried to destroy my monster, I activated Divine Wrath in response, but he said I couldn't.

I understand that the first effect doesn't start a chain, but that the second effect does activate, so I think I could chain my Divine Wrath, so I negate and destroy Zenmaines. Other people I have asked also has said that the owner of Zenmaines can detach another material to save Zenmaines, but that sounds illogical seens Divine Wrath is a Counter.

So, could someone clarify this to me please?