StickyB, me too. I've read all this with some interest as I am theoretically behind two Firewalls. The first is (allegedly) included in the software of the D-Link ADSL Modem/Router and the second is ZoneAlarmPro.
When I accessed the Web "RAW", ie not through the Router, ZoneLarmPro would happily intercept over 500 attacks a day. Since changing my method of access to the Router on Broadband, ZoneAlarm has been silent!
So I've just got Spybot and tried to activate immunise but I've so far failed.
So, whenever I come to PPRuNe, I get Avenue A and Valuclick tracer cookies.
There's always something to keep us on our toes, is there not?