Agree that ZoneAlarmPro is not a universal panacea; but I say again I do not have pop-ups, except one I 've just remembered
That's the one that hides behind your Hotmail window and if you haven't spotted it in the Task Bar, it's waiting when you close the browser window.
The down side is that an increasing number of sites are preventing access as long as you have disabled tracking cookies and they not afraid to tell you. One such is Nokia who will not even give you a "pdf" file if cookies are blocked.
More work for Spybot at the end of each session.
For Always on/Broadband a Firewall is mandatory even so.
By the way, BS, I used to be a fan of BlackIce but found that with Windows 2000 after Service Pack 3 and with XP it was failing the Steve Gibson Security Test. Worth a check, do you think?