<snip>3) Last one: I cannot turn machine off by clicking Start > Turn Off Computer > Turn Off, but have to use the hardware off button !!!

Check the power off settings in the M/C's CMOS, also check in Control Panel/System/hardware to see if any devices not working.

The other two could be just the conflict with Zone Alarm.

If it was an OEM install, drop the partition & reinstall the O/S, (quickest way) other than days of traceing out what is wrong.