Get rid of Spy Guard and Spy Blaster. You don't need them. Keep your Zone Alarm installed no matter what. That protection is top priority, especially if you use a cable modem or DSL. Perhaps you should install the Spybot S&D first, then the Zone Alarm and then the Pop Up Stopper.
Spybot S&D shouldn't tell you to uninstall the Zone Alarm. It might find it in a search and see it as spyware for some reason but if so you can just exclude it from future searches. Or if it DOES have a problem with Zone Alarm Pro, perhaps you can download and install the Free version of ZA.