Having just got a new PC I was disappointed that I suffered the dreaded 'Blue Screen Of Death' on several occasions when attempting to get Zone Alarm to install & work properly.
I had used ZA on my XP PC for 2 years + without problems & it is still highly rated by the various magazines I have read recently for use in conjunction with Vista - apparently no good on my PC though!!
After research,I've been using Comodo for the last week or so:
http://www.personalfirewall.comodo.com/
No problems so far & installed easily - it does take some time 'training' to recognise what you consider 'safe' programs/applications,in much the same way as ZA frequently asks for your authorisation to run applications until it settles down.
While the Vista Firewall is recognised as being better than the XP version,it is still set by default to only examine incoming traffic.It is recommended that you have a Firewall that stops & inspects data
being sent from your computer as well ,as spyware & some viruses need to use your internet connection to send back stolen data or to spread themselves further.
To that end you can either try & configure the Vista Firewall to do this or,if ZA doesn't like your PC,try Comodo or one of the other free Firewalls.
Avast is antivirus only,I think.