Most of the "hits" recorded/displayed by ZoneAlarm are harmless. Most sites you visit attempt to set up some form of HTTP connection with each visitor, I guess in an attempt to garner some sort of statistical info they use for Gawd knows what. The nasties are the "netbios name" kind of warning you may see from time to time but,
HEY ???? isn't that wht you installed ZoneAlarm anyway ??? The warning is telling you that the attempt was blocked by ZoneAlarm isn't it ?
Sleep safe soldier, what you DON'T know is what will hurt you.