I wasn't yet try KIS 2009 & Kaspersky Firewall?
How much resource (CPU) it use?
By the way, recently I was uninstall ZA because incompatibility with McAfee VSE.
Now I'm sticked with some old version of McAfee Desktop Firewall 8.5...
Did you try the COMODO ? You'll see it doesn't differ that much function wise from the ZA.
About the KIS2009; in normal conditions ( Not performing on-demand scan ) the CPU usage in task manager reported 0 mostly, the memory meter reported about 20 MB, I did a Full scan then the meters started jumping ! anyway; it showed a maximum of 95% CPU ( the average was about 20% ) and a maximum of about 150MB of memory on task manager ( average about 50 MB ), of course these aren't accurate numbers, just approximations a made after running the full scan for about 5 minutes.. !
if you have a specific reliable way to test it please tell me.
But in general I don't sense any annoying delay in the operation of my PC ( I have a 3GHz AMD 6000+ CPU with 2GB 400MHz RAM ).