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I haven't used Windows XP in a while, and as it looks, its built-in firewall. When turned on it should be blocking every application, while letting you add exceptions to let some through.
However, I've just seen that this doesn't work, and it let some applications through without notification, but I'd still like to block it.

Is this possible?

Answer : No...

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From what you say, this seems to be a specific application. What is it? Do you know what port it uses? – Dave M Jan 14 '10 at 21:34
up vote 3 down vote accepted

Remember that XP's firewall only blocks inbound traffic, it lets outbound traffic through unmolested. This post seems to back me up.

First of all, the Windows Firewall does not monitor or block outbound traffic. According to a PCWorld article, Microsoft technical specialist David Overton argues that "it is not the firewall's place to stop malicious code from sending outbound packets--Microsoft contends that companies should use perimeter technologies to examine outbound traffic."

However, I don't know how old the article is and I use Sygate Personal Firewall so I don't know whether this is still accurate, but this Wikipedia article says the same thing:

XP's Windows Firewall cannot block outbound connections; it is only capable of blocking inbound ones.

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Shoot! Didn't realize that, this only appeared in later versions of the OS... – julien Jan 14 '10 at 21:41
It always seemed an odd situation given that the biggest danger is from trojans etc. "calling home". – ChrisF Jan 14 '10 at 21:48
That's the biggest danger? That seems like closing the barn doors after the horse has escaped. Blocking inbound connections is intended to prevent all those Hungarian and Korean port-scanners from freely accessing your SQL Server Express instance, et al. That helps prevent trojan infection, or outright take-over, in the first place. – JMD Jan 14 '10 at 21:52
@JMD - given the number of computers in the world the chance of them scanning your's at any particular time is small. But if they can get you to download a dodgy app, then they've got a guaranteed member of their botnet. – ChrisF Jan 14 '10 at 21:54

Open the Control panel and then open Windows Firewall. In the Exceptions List tab, find the program that has access and delete it. Make sure the option to Display an notification... is checked.

You could also try a different firewall program such as comodo

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Sure that's what I did, and it's STILL going through... – julien Jan 14 '10 at 21:27
Wrong, Windows Firewall (at least in XP) blocks only inbound connections – user Oct 23 '15 at 17:52

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