Look at this - seems to have worked for him!?(taken from here - click here - post by 'Ian'
"Mostly, FWs can conflict, but it depends on the way they do their checking - I've had a couple running together okay (ZoneAlarm and Sygate) since they use different ways of stepping into the middle of the network connection. If two FWs use the same (e.g. they both want direct proxy access to the network) then they can upset the applecart, unless one is told to get in line behind the other, like a chain. Many of the 'freebie' ones can't be set up this way, but the paid-for versions are not so restrictive. In my case, ZA went to the internet side and Sygate went to the PC side, so ZA stopped everything getting in (and logged all the access attempts), and Sygate had first look on the out-bound stuff. They both 'trusted' each other, so whatever Sygate let through was logged by ZA before finally going 'out to play'."
Good luck, G