I wouldnt recommend just using windows firewall as it only protects your pc from incoming attacks, it does not monitor any programs on your pc that access the internet. Therefore if you did have a nasty program that tried to call home windows firewall would allow it and you wouldn't be any the wiser.
Do you have the old installion file for zonealarm 5x if so then I'd reinstall that, if you dont I have zonealarm 5.5 here which I could mail you (its a 7meg file). If you would like a copy just mail me via the yellow envelope.
Alternatively there are other free firewalls out there sygate click here and kerio click here being two that I know of.