I found some tips for ZoneAlarm Firewall.
Tip No. 1: Turn off notifications
On installation, tell ZoneAlarm not to alert you when it blocks an attempt to contact your computer from the Internet. Most of these contacts are innocent. Though it's interesting to see what kind of activity is taking place, ultimately the incessant notifications will prove a distraction.
Tip No. 2: Block unnecessary access
ZoneAlarm alerts you when an application on your computer tries to contact an address on the Internet. Only allow access for programs you know need the Internet. These include your Web browser and e-mail client, as well as any program that has an automatic-update feature. Don't let other programs, such as Microsoft Word, contact the Internet unless you know what they're doing.
Tip No. 3: Automatically lock Internet access
Unless you're downloading files, it's a good idea to lock Internet access when you step away from the computer. In the ZoneAlarm Control Center, click Program Control, then click On in the Automatic Lock area. Click the Custom button and choose how much idle time should pass before the Internet lock kicks in.
Tip No. 4: Lock your host file
Some viruses or other malicious programs may add their own entries to your host file, which could misdirect your Web browser. ZoneAlarm can lock your host file to prevent changes. Click Firewall in the ZoneAlarm Control Center, then click the Advanced button. Check the box next to Lock Host File.
Tip No. 5: Create a Trusted Zone
If you have two or more computers connecting to the Internet through a router, you can create a Trusted Zone. Click Firewall in the ZoneAlarm Control Center, then click the Zones tab. Click the Add button and enter your other computers' local IP addresses. You can set Trusted Zone security to let your computers share files and disk space.