[snopercod]

Zone Alarm won't stop exploits like these.

Explain, please.

[sigSEGV]

Zone Alarm is a firewall, meaning it controls certain types of traffic from hitting your machine and leaving your machine. If IE goes to a web page that contains the exploit code, it will gladly execute localally on your machine whether you have a firewall in place or not. Same thing with anti-virus. Someone could format your hard drive and a firewall and anti-virus can't do a thing about it. People put way too much trust in those things.