What I really liked about ZoneAlarm wasn't just that it was a very nice technology - and it was; but also that it got the user expectations and training right from a very early stage.
It was quite insistent on the fact that it would be "noisy" at first as it queried all the programs you ran, but would then quieten down once it had been "trained". It got that across in clear, simple language.
I think it was so successful because it got the soft side of its security job right as well as the hard part. It's certainly why I recommended it to anyone at the time...