Zone lab's Zonealarm software 
is probably the most popular of the free software firewall applications, and for 
good reason. It offers excellent basic firewall capabilities, plus the vital 
ability to monitor and block outgoing traffic as well as incoming data. This 
offers users the ability to see which application are calling out to the 
Internet on a regular basis (you may be surprised) and detect malicious software 
like Trojan horse viruses and spyware that may have been installed without their 
knowledge.   
You can download Zonealarm at    www.Zonealarm.com. Once you have the 
install file, install and run the program to activate the firewall.       
            
Be sure to select 'Zonealarm' 
and not its paid sister product 'Zonealarm Pro' during the install process, 
unless you want to pay for the extra features that the latter offers. 
 
 
     
            
             
 
The install process will now 
ask for permission to set Internet Explorer as a 'trusted' program so that you 
can use it to access the Internet immediately. To simplify things, answer 'yes' 
to the 'configure Internet access to allow web surfing' question, then restart 
your system when prompted. 
It's a good idea to go through 
the program guide that you are presented with when your computer restarts, as 
this will give you a basic grounding in how the program works. Otherwise, your 
computer is now adequately protected. We will get to a discussion of Zonealarm's 
other options a little later in this guide.             
     
Zonealarm's implementation 
differs from the XP firewall in the way it handles how programs are allowed to 
send and receive data. Zone Lab's product keeps a database of the programs 
installed on your computer, and when one attempts to access the Internet, or 
attempts to set itself up as a server process so that other computers can access 
it from the Internet, the firewall halts the attempt and pops up a message box 
informing you of the program and its intentions.      
  
At this point you can grant the 
program permanent or temporary permission to use the Internet, or deny it 
completely. This type of program-based control is completely absent in the 
Windows XP firewall and in most low end hardware firewalls such as the ones 
found in home Internet sharing devices, and is the main reason why Zonealarm is 
so appealing as a home security choice.