A firewall is not design to protect you against malware but some firewall can verify if the executable or program is from trusted vendors or authors. Other firewall have HIPS protection to monitor the running or active processes.

What you need is not another firewall program but a malware/rogue scanner.

If you plan to replace ZA Suite and you prefer a suite, I suggest using NOD32 Smart Security (a suite) or Kaspersky Internet Security Suite.

If you don't mind freeware, get Online Armor as firewall. AntiVir or Avast as anti-malware. Then add WOT www.mywot.com as browser security plug-in.
Add on-demand scanners by SUPERAntispyware free, A-squared free and/or Malwarebytes Anti-malware and scan the system using any of these on-demand scanner bi-weekly.