zone alarm keeps telling me that its blocked connections from these unfamiliar ip's, I tried a whois lookup on one of them and it came up as a high risk chinese website.

I tried one of those online port scanning tools and it said all the ports it checked were stealthed, apart from 80 and thats okay because Im running a web server.

I have antivirus and anti spyware software installed and running win 2000 server edition. My routers got a firewall as well, thats on. should I do anything or just ignore the messages unless one gets through?

Sure, mostly the source is China. US Defense has the same problem - but I wouldn't worry too much about it.

Is there any good reason why you decided not to run your web server on Linux? You know that Windows is notoriously unsecure.

Just dip your toes, download Ubuntu and take a look - once you get your screen resolution sorted out, it's lovely.