I spoke too soon....
The firewall today decides to allow access to programs regardless to whether the rules say it should be blocked or not.
So I say "Fine" download Zonealarm and uninstall Norton.
Then I find something strange about my pc. It must not like having all these rules and firewalls stopping it from being "free".
Zonealarm keeps saying to me "system error, please reboot". I reboot and the same message next time, etc...
Same thing after a few uninstalls/reinstalls. So I'm back using Norton.

At least that seems to be stopping incoming stuff, (according to Gibson Research Corporation anyway).
Question....
Has anyone else had this problem?
A link to previous thread which showed the start of my problems