Well im back to this topic in order to share the results...
I finaly decide to get Zone Alarm as Firewall protection for the simple reason that two friends of mine already have it and die for it...(in legal copies)and Avast antivirus for my virus protection.
I uninstal Norton,delete Norton program file,clean up registries and my hard disk and restart.I disable XPs Firewall protection and install ZA.I very carefully read about and choose settings and get it working.Although i must notice that all this warnings quiet bothering me,from the other side i thought that this is a positive sign that this program doing his job properly, so i relax.After this i install Avast.
After installation i get a message about that some functions of Avast arent compatible with ZA so i must choose''YES'' from the appeared window in order to disable this functions and dont face up on problems in future.
This message also promise that Avast people are working on it and soon it will be solved.
That was the first minus point of this compination.Anyway i pass it and finalize installation.Restart and check my Net connection.Everything seems to be great.
After a few moment and having three links open in Firefox(Flyaway,and two local sites-one for news and one holiday guide)my browser freezes.
I couldnt click on anything even not to start button on toolbar.
I hit ALT+CTRL+DEL but nothing happens...

My system didnt respond.

I have never face up in such kind of problem from my last format(CPU and MOBO upgrade)and i have install and run many programs and games(legal and not

)
I had to close my system from main switch in order to restart

. I open Firefox again with only Flyaway with having on my mind that maybe some of the other links i was running gives me the problem.After 1-2 minutes same freezing

same no ALT+CTRL+DEL etc.Second main switch off

Restart and open IE this time.
Excactly the same.Restart(hard one),disabling Avast,opening IE,opening Google...Freezing

4th main switch restart,disabling ZA,opening Flyaway...seems to work..10 minutes no freezing.
Quick decision.Remove immediatly ZA.
Open add/remove programs(i have advanced unistaller too)hit unistall and get black screen and restart
I start get in big thoughts about my systems stability after all these forced restarts and i was afraid of a total crash.
Anyway when im back i choose to uninstall it from advanced unistaller.Same results.Black screen and restart

.
My system seems to handle all this disaster and nothing bad seems to have happened to it.
Advanced uninstaller again and with shacking hand

i hit ''Forced Removal'' option.Nothing bad happens this time.ZA was remove from programs list and i also delete from program file the ZAs created folder.But

the systems 32 ZAs folder couldnt be deleted cause....''Access Denied''.Im checking the running applications in task manager nothing seems to running which has to do with Zone Alarm.
Anyway i clean up the registries of ZA and just in case i run Spy bot,and Adaware and clean up my disk.I try to get in Net...and what a big surprise i couldnt...
Normal restart this time.Try Net...same results

.Check the settings of my Ethernet card(on board)Seems to be ok.I ''ping'' the router from command prompt and get error and full packets loss
Seems that my system couldnt connect with Router.

Unistall from device manager the Ethernet card and reinstall it after a restart of course...same results..no connection

I put manually the ip adreeses DNS server etc in my connection TCP/IP properties but of course nothing better....
I also reset router and check all my cable connections and also try to connect router from usb port but there is no improvment.The time of restoring has come...
So i choose the restore point and my system...didnt managed to restored...

.Other restore point same dissapointing results.
It was obvious that my systems stability has taken a serious hit...
Final decission.Format.
I start format with the thought to instal again ZA in order to confirm that this was the trouble maker.
After a back up I format and install OS,MOBOs drivers and Ethernets drivers.In this point i ''ping'' my router(from command prompt again)and...yes

i take responce.
Opening IE put the IP of router and im in the main menu.I notice there that username and password has changed and have to put again mine.
After save and reboot router i open IE and get google and other sites normaly.
The problem seems that have been solved.
I create a restore point and after this i install the second copy of ZA(maybe the other was damaged....)
For a long time seems working very well and i continue installing VGA drivers with always open the IE and checking if i have connection.All good.
I restart cause of VGA needed and still have my internet.After a few moments i get a message about some updates for ZA.I download them,run exctractor and hit ''Install'' and my system.... gives me black screen and restarts

.
After restart check Internet connection and thanks God it was still OK.I try to unistall again ZA from system but of course it restarts...

.
I restore my system to the last created point(before install)ZA and all works perfect.
Im not going to continue my installation fron this point because its a restore point and this ...ALIEN...is still in my system.I will format and set it up from the begining and turn away even the CDs of ZA...Maybe bad spirits...
In conclusion i know that maybe im a unique case but anyway i dont like programs that turns to masters of our system.I like everytime i want get rid of anything.I want to have the control of my system and no

program takes it by force.
My final choice is to continue with Norton2005 and Windows FireWall.Maybe and i say maybe i ll check Sygate that CrashGordon suggested and KenTels Bitdeffender... :umm...:No offensive to all of your kind suggestions my friends but im afraid the possility of a third format in 2 days.Its a record for me...
Im deeply apologise

for my huge and maybe boring post.
And im also open to corrections notices or suggestions about anything.