MSN Messenger goes right through Zone Alarm; I have no reason to believe other apps can't bypass a software firewall as well. Since ZoneAlarm isn't open-source, how do you know it's not trojaned by the company? And there's lots of stuff running on XP that most users don't know about. Windows phones home in multiple ways.
Hardware firewalls are better, but still not perfect. They're just one line of defense.
Uninstall everything but the apps you *need*, use
crypto where possible. Resist the urge to say anything
stupid on the internet. Buy a program to
encrypt your hard drive (or use Mac OS X's FileVault if you're that lucky). Shred, then burn, all the evidence. Keep to yourself.
If you're using Windows, you're doomed security-wise anyway. A stripped down
OpenBSD running the open-source
QTStalker charting app or an online app like
Prophet.net would be the best for the totally paranoid. Of course, you have to be a total geek in order to configure it properly, but at least you'd be, and feel, safer. But every step away from Windows is a step into painful configuration and incompatibility. You have to be a MAN to ditch Windows -- probably more than 20% of the people here have tried, but not many can do it....
The end result of all of this worrying is that you're spending more time securing your system than using it to make money. You won't have to worry about all the stuff on your computer, because poor people aren't a target of the man.
First get rich, *then* worry about "the man". Big Brother's definitely out there, and getting more and more invasive all the time, but unless you're breaking the law big-time, he'll be content
watching your every move in the "real world" and not bother monitoring your PC use. He's got lots of people to spy on, so he's gotta choose his victims with a risk:reward ratio. Stay under the radar by not posting comments like this one. Plan NOW to leave the country for a tax haven.
And it can't hurt to publicly pretend you think harrytrader's crazy.