To be even more accurate, a firewall will not stop a virus from running, but it could stop it from getting off of your computer if you do get one, especially through email. When you install ZoneAlarm, it will try to automatically configure itself for common internet apps found on your computer, such as IE or Outlook. As Prooning is just using your web browser, once ZoneAlarm knows about it, you shouldn't have any trouble at all.
If all new users were smart enough to at least come and ask for help, then you would never hear of virus outbreaks, because they wouldn't be anywhere near as bad as they are.
goates