Actually Blacksheep, I was going to mention your experience in my posting to encourage people to download the firewall, but then dropped it because I was rambling on too much.
My point was really to those who are asking questions like "One of my ports has been probed!!!!!! Should I report it to my ISP?" (The answer, by the way, is NO: isolated probes are to be expected - 'internet background radiation' as Steve Gibson puts it.) To balance this with your experience, I suggest the following:
Try the latest beta of ZA - it has a nice logging feature so that you can periodically review access attempts, rather than having them pop up at every probe. Should you want to report anyone to an ISP, you'll really need to send a copy of your log to them to make them take any notice.
Don't get paranoid - have some faith in the firewall. As long as you've configured it sensibly (ie. you don't grant automatic internet access and server capability to every program that asks for it) then you shouldn't need to be checking the log every five minutes (I usually review it at the end of my session).
Read the newsgroup! OK, a lot of it is strong meat, but there are also plenty of concerned people asking the same sorts of questions as get posted in this forum, and there are a lot of friendly people who give good advice. Also take a look at the ZA faq (see the ZoneAlarm thread for the url) which will give you a lot of information.
I know I go on about ZA a lot - I'm not on retainer, honest! It's just a good, FREE program which should help give you a little peace of mind in cyberspace.