@Simon: I expect that all of those 40 alerts came from your ISP, so nothing to worry about

I've had Zonealarm for sometime and I've had it tested on sites which 'simulate' a hack and ZA has passed with flying colours! I suggest you get a firewall if you have broadband ... A faster connection means quicker hacking
Just for the record I've had 500 alerts after setting up a Half-Life: TFC server, but none threatening...
The 128k/s connection is ISDN, which, pricewise isn't far off ADSL anymore. ISDN is usually used by businesses for the reason being that it can be networked across many computers, unlike ADSL ... BT ADSL is now only £30/month
I'm running BT ADSL at the moment and I've had no problems so far ... However I do get download speeds of up to 610K/s and not 512K/s. It all depends on how many ppl in your area are using the ADSL service at the same time and how close you are to a major BT server, such as the one located in London ... These factors don't make too much of a difference though, but on somedays you can tell when your connections running slow ...
Anyway that's my 2p's worth!