"Zone" Concept

I’m sorry for my really bad english, but i need to understand a really important concept about the concept of “zones” on CPF.
On the “zone” area, the software show me by default a set of predefined zones based on my system: one for my ethernet board, one for Hamachi (a software that creat a kind of VPN) and one for my WM2005 based PDA. Last, i see a zone called “Local Area Network”.
Every zone are defined by a correct range of IP, the last “Local Area Network” have a range like I think that this range are same to say “the all world”, and i think that is not sure to use it. But, why i find this zone on my CPF?

A simple question, because my english don’t let me to tell you better about my problem:
If i make “trusted zone” the zone of my Ethernet board (, who block somebody from the net whit an IP like to access to my system?

Thank you so much for the patience, and please don’t laught too much about my english ;-]]