I just thought I would mention a few things. First, invader did a good job listing the main ones that a "normal" Internet user would connect to (although I do not know about 11, invader maybe you could explain that one to me). If you want a more thorough list of ports (port numbers can range from 0 to 65535) go to http://www.iana.org/assignments/port-numbers.

Second, you have to remember that even if you use a personal firewall (ZoneAlarm is an excellent choice), your safety is not guaranteed. You should disable any services that you do not want. For Windows 95 - Me, you should only need to worry about File Sharing (I don't know about XP Home). Windows NT - XP Pro come with additional services (sorry, I cannot tell you how to disable them). Make sure your OS is always updated with the latest security patches. Make sure you have (and use) anti-virus software. It would be possible for a trojan writer to program his/her trojan to bypass ZoneAlarm, so you should also run a port scan on yourself every once in a while. Depending on how paranoid you are, you can follow any of the steps I have recommended. You are definitely on the right track with ZoneAlarm though.