To be safer, get a real router, not software, and keep your antivirus up to date. Most routers are, by design, acting as a basic firewall. Just ensure the settings are not left wide open. A good computer shop should be able to guide you with purchase and configuration of one of those beast. With software firewall, your PC is still connected directly to the internet, only a piece of software who can be hacked is protecting you. Spoofing the address might even be more harmfull since it might cause problems to peoples you are spoofing from and, if they get pissed, they might find who's causing all the data loss they get... Remember, IP addresses on the net must be unique so when you and the real guy show-up, one of the two, or both, might get errors!
FYI: you might want to read this: http://www.webattack.com/opinions/for_zonealarm.html
You might be in for a bumpy ride with Zone Alarm... I tried it also before I had a router and had basically the same problems as these guys, including settings that were taken over and impossible to change back. If you "lock" something by mistake, unlocking it was a real mystery most of the time. Uninstall was also a bitch on this thing. I avoided a reload but only after extensive "registry surgery". I hope it will be easier for you.