Er, wireless routers come with an inbuilt hardware firewall to guard against incoming attacks, the ONLY reason for something like Zonealarm is to prevent OUTGOING malware which has somehow evaded the aforementioned.
I've been using a wifi setup for 2 years now (protected by WPA encryption) and never had a problem which required the use of an outgoing firewall....maybe I've just been lucky, though I also use AVG, Spybot S & D and occasionally Trend microhouse online scans....all free.
Oddly enough, the more I use them, the luckier I seem to be..... !
The router's firewalling may just be NAT, which is why I recommended the use of a router and not a modem. To be frank, NAT is not firewalling, it's a solution to a different problem, but a side-effect of NAT is to make it more difficult to interfere with devices on the inside.
Some routers have more sophisticated firewalling as well, with features that we don't need to get into here. However, most of the routers that people are likely to buy will only firewall the Internet connection, not the internal network, and that includes the wireless devices. If someone can break in via wireless, there are a lot of things that they can then do. The firewall on the PC is to guard against naughty people coming via wireless.
If you don't believe me, go and read up about WiGLE, the Church of WiFi, coWPAtty, MAC spoofing and the use of Rainbow tables. Properly set up WPA is good, but not infallible. If someone wants to get in, there are ways and means.
Regarding ZoneAlarm, it is a firewall that works in both directions, and the fact that it tracks outgoing connections makes it great in limiting the scope for trojans and malware. However, it still allows you to control who can see what on your PC, and if you still don't believe me, check out the trusted zones and expert rules.
Different people get hit at different times, and you may have been lucky, or you tend to go to websites which are less likely to cause problems. Either way, it's great that you have taken the time and effort to clue up on tools and techniques to help secure your computer. However, the original request was for someone with a teenager. Unfortunately, this is a high risk category because teenagers are always at the bleeding edge of technology, and you've got to bear in mind that security's always planned for version 2.0, which leaves plenty of scope for exploitation in the meantime.