Zone Alarm is just a firewall. The firewall blocks ports that are normally open to intrusions. Lots of the "intrusions" it blocks are really just your ISP pinging your computer. Nothing big. Some other intrusions can be from companies trying to monitor your browsing (Spyware) and usually it's because their software might be on your system. Don't allow any programs to access the internet if your not sure what they are. Do a search on google with the *.exe file name and make sure it's not a spyware/adware program... or even a virus. Another common intrusion it blocks are other peoples computers checking for open ports on yours. Those computers usually have the Blaster Worm virus and they haven't got it cleaned out of their system. The virus wants to see if there is an opening to get into yours. If you're running WinXP or Win2000, and you don't have a firewall, that port would be open and the virus could infect you if your not up to date on Windows Updates. Firewalls block out those types of viruses. And the rare port intrusions that it blocks can be hackers trying to get into your system.
All that really matters is that as long as Zone Alarm is running it's doing it's job, so you can just ignore the logs it keeps. If hackers do happen to get in they put what's called "Trojans" on your system to track what you type and so on. You can get a free virus scan here
http://housecall.antivirus.com and it will let you delete them if it finds any.