I get "TOTAL STEALTH" reports from ShieldsUp! - that's well worth a check.
You don't say what sort of internet connection you have. If it is adsl then you probably have NAT in the modem/Router, and therefore don't need any extra protection against incoming port attacks - the sort that ShieldsUp tests for. Zone Alarm etc is totally superfluous for that situation.
There are only two sorts of threat, those that try to sneak onto your machine uninvited (the port attack using well known loopholes) and the ones you invite in yourself by visiting a web site with a nasty payload or opening an email with a nasty payload.
My recommdations would be :
- If on ADSL make sure you are behind a NAT correctly configured, secure password, no DMZ, Upnp disabled
- Install WIndows secuity updates
- Good AV software, updated daily
- Good spyware checker, updated regularly
- A keen sense of self preservation when receiving unwanted emails, especially ones with attachments