[znpy]

I used to use ZoneAlarm free firewall back in the day I was using Windows.

At first it's annoying because it'll ask every single time a process wants to use the network, but after you train it, you'll get warned and explicitly ask whenever a program outside your regular ones wants to access the internet.

But keep in mind that if, for example, you allow Firefox to access the internet, you won't be protected from code run by Firefox doind nasty networking stuff.