You know, it's either this, or that.
You can use Windows firewall, and it won't bother you at all.
Is it good? I don't know. It's one way firewall though.
I never liked ZA and every once in a while, ZA convinces me why, like one the latest ZA updates causing a conflict with AVG (which I don't like either), resulting with browsers not working.
I use Comodo and I really don't mind a question here, or there. I feel safer that way, and I can see what real changes are made to my computer.
You can try PC Tools firewall, which interferes much less.