you're probably surfing through the ISP's proxy, which means thats where all the traffic goes through. thats where one of the firewalls are located.. not sure about the other one though, i'm not very good with puters...
but as you said, after installing zonealarm you keep getting hit .. i encourage everyone to get a firewall... it's free and will keep you out of harms way if some kiddie tries to hack you.. i see no downside to having a firewall even though you're ISP has one.. if nothing else it's making you're shit even more secure ..
let me know if you need any software G, and i'm sure i can hook you up..
tiny