Zone Alarm is good for people who dont really want to secure their system but just want to install something that will stop MOST people.
I would go for Black Ice for starters as this gives you much more control over your firewall.
The reason Zone Alarm is free should be obvious.
If you would like to see some of the ways that allow you to access remote PCs no matter what firewall they are running the take 15 mins to read through my security section at
www.thecrawfords.cjb.net - keypad password is 3233.
Email me if you need any questions answered.
JC