Brian - I still use my ZA pro and you're right, you can't drive a Mack Truck through it. I guess I don't have enough computer savy to get the settings right for what I consider "friendly sites" like KS and some others. If I'm traveling the net in strange places, handling mail or on standby, its always up and running.
I also use Norton Anti-Virus (always up) and the firewall provided with XP Pro (always up), also Earthink has a pretty good Pop Up Blocker that I can shut off if necessary. Even with my ZA off, I'm never totally defenseless.