Search Google for ZoneALarm free and laugh at yourself. CLick on link given by me and find free version of ZA there. Laught at yourself and not at others.
Even I have a image for you.
I don't know what to say about you pranay. Windows XP SP2 firewall only provides inbound protection whereas ZoneAlarm free also covers outbound protection.
ZoneAlarm has so much config and options to monitor the Internet and the firewall is much more secure. Also the firewall is updated regularly through new versions of ZA whereas Windows XP SP2 firewall sucks.
Clear your basics first pranay. ZoneAlarm free is even better than Kerio which turns into limited free edition after 30 days trial so Kerio is not really free whereas ZA is completely free.
Features of ZA free
Solid security foundation for your Internet connected PC.(not in SP2 firewall it is a weak foundation)
Stops intruders from accessing your PC.
Makes your PC invisible to hackers.(not in SP2 firewall)
Quarantines suspicious email attachments.(not in SP2 firewall)