yes far better!
Although the vista firewall is now almost two way (blocks incoming and outgoing connections) it defaults to allow all outgoing and you have to set it to block specific outbound traffic.
Zone alarm works in the more secure way of blocking all outbound traffic unless you tell it it is allowed.
OK some find the zone alarm popups warning you about a new application trying to access the internet a pain, but it should only take a short while to train it and they will stop until you install a new bit of software.