Use a hardware firewall as your first line of defense. Any hardware router will do that trick. Some will interface with Zone Alarm for configuration. Change all the default passwords on new hardware.
Enable the software firewall on your computer. If you don't have one, you can buy one. You only need one software firewall. It would be redundant however, a backup to the hardware firewall.
Do not install software off of the internet, unless it is obtained directly from the publisher. Do not download music, porn, or unlicensed software. Set up a limited user account for general, non-work use. Log into that user account when you anticipate that you'll be accessing sites on the internet of dubious safety.
When done for the day, flip off the router. That is turn it off.
Do you have any recommendation as far as a specific program? ZoneAlarm worked fine for 18 months, but after this last episode I'm not in a hurry to use it again.
Do not install software off of the internet, unless it is obtained directly from the publisher. Do not download music, porn, or unlicensed software.
I assume this would not apply to something like iTunes?