What I mean is that when it's running, even if I'm not on the web or doing anything and have no programs running, it's CONSTANTLY blocking requests from countless institutions and organizations I've never even heard of. I don't really understand what these are, where they're coming from, or what their purpose is. What information are they trying to get by attempting to reach my computer? What are these requests?
Sounds like it's blocking things, i.e., doing its job.
On a more serious note, here's some possible reasons:
Of course the only way to know for sure is to track down each request and investigate it fully, but that's impossible.