Which firewall would you recommend

Have installed on xp zonealarm, reason behind the question is that.

I had one(1) ie windows open, one(1) on xnations and another was a icq. message box with conversation with my father in sydney.
I had left the pc for some short length of time to watch a movie.

Anyhow I had returned and noticed an unanswered msg and my father
was no longer logged in. As normal I would answer some questions so
he will be able to read when he wakes up..

Where my concerns started to get heated was while I was typing and
hitting alt-s after typing a few lines of text in the icq.
A new ie window was opening and my norton popped up and flaged a
virus. So now its doing a full scan.. But I still question the present firewall, some 7516 port on icq is not being blocked or some weird thing is already installed itself and tonight was the awakening...

May I request please of your ideas on firewalls and how well would you
back your recommendation please.

Many thanks in advance.