Ausatco,
RTFQ - I completely missed that you are running Zone Alarm.
The reason I mentioned Mcafee's version of their Firewall is because it is one of the best I have seen in action. I was watching in real time as my brother-in-law's comp was under full attack on port 135. The Firewall worked flawlessly and gave the owner a lot of power for dealing with attacks.
Zone Alarm is an excellent program too. If you have it running and properly configured, you are safe.
Take Care,
Richard