Linux and Spywares

[Rajev Mhasawade]

Hi all,
Well after being criticised for my irrelavant question i need help this time! :)
How do i keep off 'spies' from Linux?I visit this site
(indiafm.com)regularly which downloads a cookie (or something which is
identified as 'DirectHit' by Spybot) and identified as 'medium threat'
by Spybot.
I tried and tried but couldnt get any firewall like Zone Alarm.All
they have is confusing interfaces hard to decipher anything!Plz
suggest something..
Rajev
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© 2005 Rajev Mhasawade