Any
personal firewall will use
memory and CPU cycles. This will slow your PC down -- just like any other application you run on your PC.
Firewalls will also slow your networking, because they must inspect each new packet flow. However, unless you have a very old PC and a very fast Internet link, this performance hit will not be noticeable.
ZoneAlarm is a fine product, but you can look at some of the competitors at
What are some free personal firewalls?
Personally, I prefer to have the firewall run on a separate computer. For dedicated firewalls, refer to
Where can I download a free firewall?