I have ZA Pro with XP Pro and hate it. For some reason, I get 5 pop ups on every start up even if I check the boxes or actually go into the ZA menu and tell it that it's ok that these programs access the internet.
I'm about to switch over to Tiny Firewall. I had heard that it's pretty good.
The software firewall isn't all that essential for me because I do have a router, but it's always nice to have the added protection.
Sal