If you're running ZoneAlarm Pro you will probably have considered that most of the "advanced" settings might as well be in Chinese for all the use they are. User friendly they are not!
If you are not on a LAN (connected to another computer in a network) you can use this guide to give your firewall some real muscle and a new lease of life:
Launch ZoneAlarm Pro and click to highlight the "Firewall" tab on the left hand side . In the pane that appears on the right hand side in the section "Internet Zone Security" set the slider control to "High" Then click the "Custom" button in the same section.
The next settings page is divided into two sections with tabs Internet Zone and Trusted Zone at the top of the page. Under the Internet Zone tab there is a list of settings that can be accessed by scrolling. At the top is the high security settings and the only thing that should check from there is "allow broadcast/multicast". The rest should be unchecked.
Scroll down until you get to the medium security settings area. Check all the boxes in this section until you get to "Block Incomming UDP Ports". When you check that you will be asked to supply a list of ports, and in the field at the bottom of the page enter 1-65535
Then go back to the list and check the box alongside "Block Outgoing UDP Ports" and at the bottom of the page enter 1-19, 22-79, 82-7999, 8082-65535
Repeat this proceedure for the following settings
"Block Incomming TCP Ports": 1-65535
"Block Outgoing TCP Ports": 1-19, 22-79, 82-7999, 8082-65535
Then click "Apply", "Ok" at the bottom of the page.
Back in the right hand "Firewall" pane go next to the yellow "Trusted Zone Security" section and set it to "high" with the slider. Click "Custom" and repeat the above proceedure this time choosing the Trusted Zone tab at the top of the settings page.
These settings will stop all incoming packets @ports 1-65535 and also block all pings, trojans etc... this will also stop all spyware or applications from phoning home from your drive without your knowledge!