According to the advice found in the Windows XP SP2 Security Center it is inadvisable to run two or more firewalls at the same time. Should we follow Microsoft's advice or Cnet's?

Also, does anyone know if Zone Alarm has been fixed so that it plays well with the fix at reboot function of CHKDSK?

Definitely run an Anti Virus program since SP2 does not include this, and turn off the Windows firewall if you have a reliable 3rd party firewall already.