What's better - ZoneAlarm versus ICF?

I have 3 PC under WinXP, connected by ADSL 4-port modem router. I had
ZoneAlarm on each of the PCs, but now I turned ZoneAlarm off and turned on
WinXP's Internet Connection Firewall. I opened some ports for sharing files
and using printer. All works properly.

But the idea that PCs have not enough protection obsessed me.

The ZoneAlarm has so many nice windows and tables:

And where can I see that a virus tries reach the Internet from a PC?

Thanks in advance

Lev

Remove "R" from my address.