I bought a new laptop a few months ago. At the time, there was a worm in circulation causing computers to shut down. Sure enough, within an hour, my computer got infected and started shutting down, etc. I was astounded and outraged.
I run Firefox rather than Windows on my computers now, and seem to encounter fewer problems. I did use Zone Alert, but found it was too intrusive and also interfered with my wi-fi system so have deleted it.
Firefox is ok for basic websurfing, but it doesn't do Java very well. Also many of the plug-ins don't work with it. Its tabbed features and extensions are leaps ahead of IE.
I have a laptop with WiFi and am running Zone Alarm Pro with no problems. And Pro is not inherentley more WiFi friendly than the free version.