Any quick tips for formatting an HD and installing a new one?

[Paradigm]

I bought a new HD and it's the pits, so I'm shipping it back to Newegg. The replacement came in today. So later this afternoon, I'm going to wipe the old one clean and install the new one.

1. Although there's nothing important on the HD (I've had it for 2 weeks) I want to wipe it clean before I send it back. What is the best method for doing this?

2. I read on this forum that installing Windows w/o security software is just asking for malware. I only have a Windows XP SP1 install disk. My current plan is to load Windows on the new HD, install ZoneAlarm and McAfee, and then connect to the internet and install the SP2 update. Any other tips?

Thanks!