Wireline -> wireless troubles

I am trying to move from a wired DSL internet connection to a wireless
configuration, but I am experiencing some small problems I do not like.

My current HW/SW configuration is:
- Windows 2000
- Sygate Personal Firewall
- RASPPPoE
- Zyxel Prestige 660HW

I have only one PC so I prefer to terminate the PPPoE connection on it,
using RASPPPoE and the Sygate firewall, and leaving the Zyxel in bridge
mode, so to be able to control more easily which ports and services
shold be allowed to access the internet. Using a wired ethernet
connection everything works fine.

Now the wireless introduction starts, with the Zyxel G.162 adapter. The
problems I am experiencing are:

- Using WPA-PSK seems to conflict with the Sygate firewall: even
disabling all, adding advenced rules to allow all traffic on the cardbus
adapter and so on, it seems to be unable to set up the connection.

- RASPPPoE even if it has installed the PPPoE protocol, does not show
the Zyxel adapter on the menu.

Of course I can revert to use the P660HW as a router with its firewall
as protection (and actually it is what I am doing now), but I do not
like this configuration.

Any suggestions/ideas?