That McAfee free site advisor appears to be really good. Just gave it a quick test last night.
Also, rather oddly - having just said how much I liked zonealarm, I've gone and changed my firewall to Keiro personal firewall - I guess just to see if its better on resources and stuff.
Seems to be slightly better, and I also noticed that the odd intermittent cut outs I get sometimes when opening web pages was gone when using this other firewall. Could zonealarm have been cutting out my net all this time and it wasn't my crappy service provider after all??
Needs more investigating...