VistaFirewallControl (Free)

Whenever an application tries to access the Internet, a screen pops up, with the application name, the publisher, and similar information, as well its path and file name. You can enable or disable inbound or outbound connections it tries to make, either permanently, or just this one time.

http://www.pcworld.com/downloads/fil...scription.html

I`ve been using this all day and it seems to work well. Remembers what you tell it
It blocks IE by default

Elaine