Or look on the CD: there should be documentation there.
The Zone Alarm Security Suite should do it all - however, I'm not familiar with "Zonealarm Internet Security Suite 2005" - they don't usually use year numbers in their nomenclature. There is a "Zone Alarm Security Suite 6." Normally with ZA, you pay so much to buy it, then a smaller amount (for ZASS it's $24.99 - about £17 including VAT) for a year's updates. It's no good without the updates, because they include the updated antivirus definitions; you don't want to miss out on those.
Personally, I use ZA with Antivirus - costs about £20 to buy and about £13.50 a year to update. For popups, spam and stuff like that, I use
Firefox and
Thunderbird - free and good. Firefox includes its own popup blocking, but the best solution is to install the Adblock or Adblock Plus extension.