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.
I'd say it's either your video card or the monitor going bad. Do you have another monitor you can hook it up to? Honestly it sounds like it might be the video card though. Check the monitor first if it's easy. What happens if you try to play a game?