I run with only zone alarm as my firewall without anti-virus protection and I am great.
If anything gets by Zone alarm once in a great while, zone alarm lists it as a program trying to access the net, you do a search of recent files downloaded that day and delete the program files downloaded that day.
I have all my programs on disk for reloading and all work product from programs are kept to writable CD-roms, not on the computer.
If the worst happens, I don't fart around, F-disk, reformat, load my many programs again and have my work product disks on had to move on.
If you quit screwing around with trying to fix what you can't, you can reload your business and go at it in under three hours if you are slow.
Firewalls prevent unwanted intruders from accessing your equipment by using subverted communication channels. On the other hand, virus protection examines the documents YOU have invited into your machine by downloading, visiting web sites, or opening email. ZoneAlarm can do nothing about a virus in an email attachment.
You may be great :), but if your machine is still intact, you are simply lucky.