Anonymizer or any privacy software qustion?

[3LEMENT0]

I've heard of privacy software to protect your info online, how good are they really for protecting your online privacy? Anybody using them here? I usually do my bills and do a lot of shopping online and I just learned that a coworker of mine was a victim of identity theft and he thinks it's coz he buys a lot of stuff online.... I got paranoid and am considering getting anonymizer and zone alarm pro. Currently I have zonealarm standard/antivirus/spybotSnD and I'm really considering purchasing the pro version and the anonymizer....what do you guys think?

 

[3LEMENT0]

I noticed that Zonealarm Pro can probably take care of security and privacy, but my machine is behind a linksys router...will my IP still be detected coz my connection is being made my the router?

 

[n0cmonkey]

Your IP generally has nothing to do with identity theft. Buying from unreputable sites, poor configuration on online sellers, and cracked hosts are generally what do it.

Anonymizers generally just route you through a proxy, which is yet another hole in security. Who can you trust? You can trust newegg (to a point), but can you trust the anonymous proxy you connected through?