Zone Alarm is nasty....if you ever want to change from that software itll take a long time to get all the residuals off your computer.
It became a real hog on my system...and took weeks to get it cleaned off....stay away.
I agree...use XP and get a router.
http://www.computergripes.com/ZoneAlarm.html
http://www.deanesmay.com/posts/1105700626.shtml