Dont get Zone Alarm. Many people use it, and it works well, but when it goes wrong, it goes wrong with a vengence - ask Richie if you dont believe me, took me almost an hour to sort his PC out cos Zone Alarm messed it up ... and the worst thing is the problem that ocurred is a bug they have known about for some time now and have not been bothered to fix.
Also, its pathetic and has abosolutely no AI, intereferes with almost everything.
If you are going to use anything atm, the only reliable all in one kit is Windows Live One Care - otherwise Nod32 is the best antivirus and with regards to firewalls, go the same route as me and get a hardware firewall, it pisses all over any software firewall, they are all easily breachable with a little bit of knowledge as Windows has that many flaws.
If you are still using Internet Explorer, get Internet Explorer 7, it is by far more secure then 6 and also has such features as an anti-phishing filter etc... Its the most secure browser atm, a bit too secure sometimes, but its handy.