Can you tell me any anti-hacking software(freeware) which could track hackers coming to my source files while they are online?

You'll need to be more specific on the download window it gives you. Which program shows you that download window?

Noone would benefit from downloading through your computer since that would slow them down and if you configured ZoneAlarm properly, it would be blocked. This sounds more like automatic updates or a spyware downloader.

You could try to scan your computer with AVG antispyware or online at http://housecall.trendmicro.com

I will suggest you comodo firewall. Comodo is best software which checks all internal and external activities through your machine. The system always asks you before any activity is allowed.