there is not necessarily any benefit to having applications blocked from accessing the internet,
any spy-ware programs will usually transfer information on port 80 anyway... so most are not blocked by these firewalls that are blobking outgoing traffic...
from the windows help on allowing exceptions in the firewall for outgoing connections...
Each time that you allow an exception for a program to communicate through Windows Firewall, your computer is made more vulnerable. To allow an exception is like poking a hole through the firewall. If there are too many holes, there is not much wall left in your firewall. Unknown intruders often use software that scans the Internet looking for computers with unprotected connections. If you have many exceptions and open ports, your computer can become a victim of these intruders.
To help decrease your security risk if you allow exceptions:
Only allow an exception when you really need it.
Never allow an exception for a program that you don't recognize.
Remove an exception when you no longer need it.
what simpleton wrote that?... so allowing outgoing connections is making your firewall so holey that it's non-existant?!
well that would be right... but outgoing and incomming setting aren't the same...
best advice, either allow an exception in the windows firewall... or make fully sure that the windows firewall is switched off and use zone alarm or something.
OR, if you have a firewall/router, you can just forget about a software firewall completly.