Hi, I too have the paid version. Under Network security, I have Enable Network sec module ticked - all the other sub-tabs I have left to their own devices. Under Intrusions, I do not have any of the boxes ticked. Under Web, I have Enable web filtering ticked and Block pop-up and pop-under windows - no other boxes ticked. Web/Privacy tab, only box ticked is Filter foreign cookies. Site exceptions tab, I have listed all my popular sites, like microsoft/speedbit/grisoft/msn/incredimail etc etc.
There is so much more, but this should get you started. If you have any specific questions, I will do my best to answer them.