Zone Alarm Firewall?

I am looking for a third party firewall that offers solid protection %26 is user friendly, light on resources, etc.

My only hesitation is since I'm not very familiar with computers outside surfing the web, e-mail, basic programs, etc, I'm afraid that I will give access to bad "people" and programs. Like for instance, on the Zone Alarm and I'm sure other firewalls, the pop ups come up to ask if you want to accept or deny access. If they randomly come up, how do I be positive that the program is safe? If I said "ok" by accident, it's then possible for pretty bad things to happen to my computer, correct?

Any input for a beginner would be greatly appreciated. Also, if you can suggest a user friendly, solid firewall that's light on resources that would be great.

I have Windows XP SP2, IE 6, and I use the computer for surfing the web, e-mail, and realplayer, etc. I have 1 GB of RAM.

Zone Alarm Firewall?hijackthis

Zone Alarm is great

as far as those pop-ups they are pretty much straight foward

"xyz program wants to connect to the internet"/act as a server"

these will be programs that are installed on your computer

if you know what they are and what they want with the internet then tick the box that says "always perform this action" and click allow

that particular program won't bother to ask you any more