Slowly being killed by ZA Pro

Recently I bought Zonealarm Pro, after using a decent freeware firewall called Comodo, 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. When I run port scanners from Shields UP! It gives me wildly different results all the time, but it always fails Zonealarm Pro despite it being on all the highest security firewall settings. I'm starting to think there's sth seriously wrong here...