ZoneAlarm: a love / hate relationship

I love the free version of ZoneAlarm. Having a firewall software loaded on a Windows XP computer with access to the internet is a must for the health, security and privacy of a system. However, ZoneAlarm is such a nightmare when I try to do anything "networky". I have added the IP address of the other computer, but the menus in Zone alarm are so poorly named I cannot figure out how to enable network file sharing. So I am stuck, I am trying to get Ubuntu to mount a Windows XP share drive, if I disable ZoneAlarm, BINGO I am in, if I enable ZoneAlarm, when I try to connect I get an infuriating ZoneAlarm message that remote access was blocked. If you know of a better personal firewall software to use (or how to get ZoneAlarm to allow Windows XP filesharing traffic) please let me know.

My dream Windows XP Internet and network firewall software is:

• Free (can be open or closed source, but nag screens to buy should not be worse than ZA)
• Configurable (So that I can allow traffic like windows file shares)
• Good help documentation so I can figure out how to allow different types of traffic in and out
  
• Actively maintained
• Always on and low resource footprint (does not grind my system to a halt)

Yes I should just switch the other computer to Ubuntu as well and be done with it but,
we have and love the Adobe software that is windows/mac specific. This is the major reason left to have MS Windows at home, this and PC games which I never play anymore. I wonder how much Adobe is being paid to NOT develop a Linux version of their software, because as soon as they develop Linux versions... RIP MS Windows forever.