First thing... don't panic

Zone Alarm is a very good Firewall program...very thorough.
That said -- it does take a bit of configuration/getting used to.
It "learns" as it goes... so your alerts will gradually slow down.
The thing is--right at first everything sets off "the alarm".
It will also alert for outgoing traffic... not just incoming.One of the few firewalls to do that.
It seems a bit much at first--seems like the web is full of unseen evildoers just waiting to break in. It is not the case.
Your PC does many tasks... perhaps an auto-update from another program...I assume you have an antivirus program, etc...?

There is help available-- usually right from the "alert" popup window--click on the "learn more" button/link.

Do you Instant Message... etc?
http://www.cogeco.com/files/pdf/inte...rguides/za.pdf