I saw several posts there about running apache with ZoneAlarm, but most people operating servers do not use a host-based firewall. Host-based firewalls are for home users. They are intrusive, slow and most effective at disabling the host on which they are used. Granted, they are better than nothing, but the port filtering accomplished by the DSL Router/Cable modem is almost as effective at stopping the outsider from getting in, and are far less likely to cause problems.
If you are serious about running a server, then you may want to invest in a small, cheap computer to use as a firewall and install one of the free Linux firewalls like Shorewall, IPCop, etc. They will not keep a user from getting virii or adware, but they will protect the server(s) that you are running.
pansophic