I use cygate personal firewall, which is free, along with my lynxies
router.  You have to tell cygate to let each new program pass, their is a
check box to remember your answer, and it won't ask about that program again.
You have to alt-tab to find it when at first suddenly things don't seem to
work, after you answer that software will access the internet.
IE, your e-mail program, real player, k1000, echo link, windows update,
your virus checker internet update, all and more will make cygate pop up
and you have to answer the question about them indivvidually.