Help on firewall needed

Recently I bought Zonealarm Pro, after using a decent freeware firewall, because I needed to get a secure connection over my home network which I thought the stealth capabilities of ZA would provide as it has for the others on the same network. However I'm still perfectly visible, and when I run Angry IP Scanner my MAC address, IP address etc is there for everyone to see. I've removed everything that could keep ports open, and Shields Up! passes my computer now (after doing that), but I'm still visible on the home network. I'm starting to think there's sth seriously wrong here...

Advice would be appreciated as I'm stressing out here. I've been seriously hacked before so I'm a bit paranoid about security these days!

 

Is it possible that my computer is infected and a program is keeping it visible on the home network even though I've just installed the best stealth firewall on the market I know of, and when my housemates are using the free version of it but are invisible?