Hi again.
I'll repeat the link to save you having to look for it:
http://www.zonealarm.com/store/content/company /products/znalm/freeDownload.jsp
Ignore all the prominent 'trial pay' stuff. (It's just trying to draw you into paying money for a commercial product which has 'bells and whistles' which you don't really need). Simply click on 'ZoneAlarm Firewall' in blue text, in the panel on the right of your screen. (As before, save the file to somewhere suitable and then double-click on it to launch the set-up program).
Chris