I use ZoneAlarm myself, the freebie not the Pro Edition.
To track down the probes, try:
http://www.arin.net/whois/
I think the Pro Edition does this for you.
Because accidentaly hitting the wrong URL or using certain keywords in emails can trigger an intercept by the US Goverment, I reccomend using the above link and using the Freedom Of Information Act (United States only) to find out what incorrect data they have on you.
Trust me, they have data on you. They just may not be using it yet.