Safe internet connection

i have two computers. i installed winxp one of them and the other i installed win98. i have an Adsl modem connection on winxp.

i set a network between two computers and share the internet connection.

actually i use Zone alarm for safe internet connection and control the programs that uses internet. but when i start the zonealarm the second computer can’t connect internet. i try to change all settings for local zone but i can not solve this problem.

first: is this a better way for safe connection and control the programs that uses internet connection.
second: is there any program like zonealarm,where can i download and register it.
third: how can i enable to use internet in both machines.