[xd1936]

Crossing my fingers that someone knows of an alternative for Linux, but my hunch is, it'll be some crazy iptables scripts or something :/

[therealmarv]

http://alternativeto.net/software/zone-alarm/?platform=linux

[blub]

I was looking for such an app out of curiosity a while ago and found douanne. Never used it myself, but it was open source and had similar features.

[LordKano]

This looks promising.

[anc84]

Firejail might be worth a try.