How ... to ... do ... that?
Go to the START button on the bottom left. Click and get to PROGRAM then to Accessories and then expand out to SYSTEM TOOLS and then select SYSTEM RESTORE.
This will open up the RESTORE application.
You have 3 options here. Choose "Create a restore point". If you want to know more there is some details on the left side of the application options. So give it a good read.
By creating the restore point it remembers a number of things like what setting certain s/w you have installed in your system and how certain setting you have set up XP..etc.
The Window OS periodically will do it's own restore point as you will soon see if you choose the option " Restore my computer to an earlier time" It will show you a calendar that tells you what restore points are available to you.
I like this feature as I will use this sometime when I have uninstall a few software or something has made my system abit unstable...( including come spy or spam attack that might have compromise some portion of XP..etc) It does not fix all problem but it will at least allow me to get back to a point in time my PC was alot "lighter" and "fresher" heheh... as you install more stuff to your system and uninstall them....you collect a lot of junks stuff and uninstall programs that comes with some games and application are not clever at removing everything... and this means alot of useless codes that is still run through by windows and this well...will slow your system down. So you can "rejuvenate" your PC abit just by doing a system restore every 6 months or so.
But as I say it is not a cure all but it is handy as one of the first line of defend.
A system restore will not delete any of your DATA files...so not to worry...or you can back it up to CD first if it makes you feel better. But in any case backing up to CD is always good practice.
Once you have done a restore point... then go ahead and install and try this Zone Alarm. If it slows your system down after running it for a week or so......( some will notice it and some will not...I know I do as I run test on my system heheh ) then you just uninstall zone alarm and then you use SYSTEM RESTORE to go back to a point before you installed zone alarm.