Firewall Problem

I recently bought a new PC, eMachines T6212, Athlon 64, Win XP W/SP2. It came with Norton Internet Security 2005 pre installed, 3 mo. only. Also has McAffee security center (useless), and McAffee antispyware, which misses all the spyware. I purchased Zonealarm Pro Version 3, and Mcaffee virus scan but when I installed Zonealarm it would'nt work, I uninstalled the Norton one first, it kept saying VSMON system monitor is not running would you like to start it, when I would click OK it popped up again, also the McAffee virus scan did'nt work either. To reinstall the norton I had to restore my whole pc to factory settings which was a PITA, any advice would be very appreciated.