Zone alarm is good, but pro version has security leaks.
Here A vulnerability exists in ZoneAlarm, which could allow an unauthorized user to connect to a host with local intranet security settings.
If the first two octets of a visitors IP address are identical to those of the local host, ZoneAlarm will allow the visiting user to access the host with local security settings.

Just givin ya heads up, i do believe Zone Alarm is best free firewall.