ZoneAlarm will alert you to applications requesting connections out of your computer - IE applications trying to send data out. A linksys firewall will always pass out connections from your home PC (ok, always is wrong, but 99% of the time it will) - it just blocks things from getting back in. So - your personal information can be sent by a keylogging application past a hardware FW, but you might get a warning from the software one before it is allowed to send.
Willful ignorance of science is not commendable. Refusing to learn the difference between a credible source and a shill is criminally stupid.
Does anyone who surfs the net from their cell phone know what their approximate usage in KB or MB is (and care to share it here)? I'm trying to choose a new plan and want to have an idea of how much data I'll be using.