Out of those two, I think ZoneAlarm is better (*if* you manage to get version 4.5 instead of version 5.x).
But there are plenty of other Firewalls, including free ones:
http://www.cableforum.co.uk/board/showthread.php?t=6152
http://www.cableforum.co.uk/board/sh...ad.php?t=15641